+56.6%
MNST vs ACM
-21.7%
+78.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.6% |
| 7D | -6.5% | -3.7% | -2.7% | -6.3% |
| 30D | -7.2% | -11.1% | +3.9% | -6.6% |
| 3M | -1.0% | -8.0% | +7.0% | -0.6% |
| 6M | +11.5% | -29.7% | +41.1% | +14.0% |
| YTD | +14.3% | -29.4% | +43.7% | +16.5% |
| 1Y | +38.1% | -46.4% | +84.6% | +44.1% |
| All | +56.6% | -21.7% | +78.3% | +48.9% |
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 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