+84.2%
MNST vs ACM
+5.0%
+79.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | -6.5% | -3.7% | -2.7% | -5.8% |
| 30D | -7.2% | -11.1% | +3.9% | -5.3% |
| 3M | -1.0% | -8.0% | +7.0% | +0.2% |
| 6M | +11.5% | -29.7% | +41.1% | +19.4% |
| YTD | +14.3% | -29.4% | +43.7% | +21.6% |
| 1Y | +38.1% | -46.4% | +84.6% | +56.9% |
| 3Y | +55.0% | -22.3% | +77.3% | +52.7% |
| All | +84.2% | +5.0% | +79.2% | +59.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling