+62.9%
MNST vs ACM
-12.3%
+75.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | 0.0% | -4.4% | -4.4% |
| 7D | -3.4% | +5.4% | -8.8% | -3.7% |
| 30D | +6.6% | +15.1% | -8.5% | +5.7% |
| 3M | -2.9% | -10.5% | +7.6% | -2.5% |
| 6M | +18.4% | -19.7% | +38.1% | +19.5% |
| YTD | +19.3% | -28.8% | +48.1% | +20.8% |
| 1Y | +37.9% | -47.9% | +85.8% | +42.7% |
| 3Y | +62.9% | -12.4% | +75.2% | +59.5% |
| All | +62.9% | -12.3% | +75.2% | +59.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling