+354.7%
MNST vs ACGL
+324.4%
+30.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.6% | +1.8% |
| 7D | +1.6% | +2.2% | -0.6% | +0.9% |
| 30D | +5.1% | +12.3% | -7.2% | +1.1% |
| 3M | -0.5% | +11.8% | -12.3% | -4.1% |
| 6M | +8.1% | +17.5% | -9.3% | +2.3% |
| YTD | +21.2% | +14.3% | +6.9% | +15.3% |
| 1Y | +30.7% | +18.2% | +12.6% | +22.9% |
| 3Y | +67.3% | +33.2% | +34.2% | +47.5% |
| 5Y | +101.9% | +174.3% | -72.5% | +31.7% |
| All | +354.7% | +324.4% | +30.4% | +179.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ACGL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling