+354.7%
MNST vs ACM
+132.6%
+222.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.6% | +1.4% | +1.8% |
| 7D | +1.6% | +5.6% | -4.0% | +0.1% |
| 30D | +5.1% | +20.8% | -15.8% | -0.2% |
| 3M | -0.5% | +11.4% | -11.9% | -3.6% |
| 6M | +8.1% | +0.9% | +7.2% | +6.9% |
| YTD | +21.2% | -24.8% | +46.0% | +28.7% |
| 1Y | +30.7% | -46.4% | +77.2% | +52.9% |
| 3Y | +67.3% | -9.2% | +76.5% | +62.2% |
| 5Y | +101.9% | +5.0% | +96.9% | +84.6% |
| All | +354.7% | +132.6% | +222.1% | +213.6% |
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