+158.1%
MNST vs ACI
+25.9%
+132.3%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.6% |
| 7D | -6.5% | +0.2% | -6.6% | -6.5% |
| 30D | -7.2% | +5.9% | -13.1% | -7.7% |
| 3M | -1.0% | -19.8% | +18.8% | +0.6% |
| 6M | +11.5% | -24.7% | +36.2% | +13.8% |
| YTD | +14.3% | -24.4% | +38.7% | +16.6% |
| 1Y | +38.1% | -31.5% | +69.6% | +42.0% |
| 3Y | +55.0% | -38.7% | +93.7% | +60.6% |
| 5Y | +79.6% | -42.8% | +122.4% | +85.4% |
| All | +158.1% | +25.9% | +132.3% | +144.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 all: compounded portfolio wealth divided by compounded ACI 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…
all analysis · Full analysis span regression · 6 months rolling