+102.2%
MNST vs ACHR
-57.3%
+159.6%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -10.9% | +11.3% | +0.8% |
| 7D | -4.7% | +11.9% | -16.6% | -5.3% |
| 30D | +5.2% | -2.5% | +7.7% | +5.2% |
| 3M | -0.9% | -31.2% | +30.3% | +0.4% |
| 6M | +6.1% | -32.2% | +38.4% | +7.2% |
| YTD | +18.9% | -42.4% | +61.3% | +20.6% |
| 1Y | +29.3% | -49.9% | +79.3% | +31.9% |
| 3Y | +64.9% | -12.9% | +77.7% | +56.1% |
| 5Y | +98.0% | -24.6% | +122.6% | +80.7% |
| All | +102.2% | -57.3% | +159.6% | +88.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACHR.
Daily Out/Under-Performance
Portfolio return minus ACHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACHR 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 ACHR 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