+241.7%
MNST vs ACGL
+276.1%
-34.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | 0.0% |
| 7D | -6.5% | -0.7% | -5.7% | -6.3% |
| 30D | -7.2% | -1.0% | -6.2% | -6.9% |
| 3M | -1.0% | +11.0% | -12.1% | -4.5% |
| 6M | +11.5% | -0.3% | +11.8% | +11.2% |
| YTD | +14.3% | +2.3% | +12.0% | +12.8% |
| 1Y | +38.1% | +6.4% | +31.7% | +34.2% |
| 3Y | +55.0% | +34.0% | +21.0% | +35.3% |
| 5Y | +79.6% | +161.6% | -82.0% | +18.7% |
| All | +241.7% | +276.1% | -34.3% | +96.1% |
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