+241.7%
MNST vs ACM
+127.0%
+114.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | -6.5% | -3.7% | -2.7% | -5.6% |
| 30D | -7.2% | -11.1% | +3.9% | -4.8% |
| 3M | -1.0% | -8.0% | +7.0% | +0.4% |
| 6M | +11.5% | -29.7% | +41.1% | +20.8% |
| YTD | +14.3% | -29.4% | +43.7% | +23.0% |
| 1Y | +38.1% | -46.4% | +84.6% | +59.4% |
| 3Y | +55.0% | -22.3% | +77.3% | +57.7% |
| 5Y | +79.6% | +4.5% | +75.2% | +65.6% |
| All | +241.7% | +127.0% | +114.8% | +158.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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