+62.9%
MNST vs ACGL
+31.5%
+31.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.0% | -1.4% | -3.9% |
| 7D | -3.4% | +0.9% | -4.3% | -3.5% |
| 30D | +6.6% | +13.7% | -7.1% | +4.5% |
| 3M | -2.9% | +8.0% | -10.9% | -4.1% |
| 6M | +18.4% | +13.3% | +5.2% | +16.0% |
| YTD | +19.3% | +11.8% | +7.4% | +16.9% |
| 1Y | +37.9% | +22.2% | +15.7% | +33.3% |
| 3Y | +62.9% | +32.5% | +30.4% | +58.0% |
| All | +62.9% | +31.5% | +31.4% | +58.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling