+97.2%
MNST vs ACM
+4.8%
+92.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.8% |
| 7D | -3.9% | +6.6% | -10.5% | -5.1% |
| 30D | +3.9% | +19.8% | -15.9% | +0.2% |
| 3M | -0.8% | -3.1% | +2.3% | -0.6% |
| 6M | +5.1% | -11.5% | +16.6% | +7.0% |
| YTD | +18.3% | -24.7% | +43.0% | +24.0% |
| 1Y | +29.5% | -45.1% | +74.5% | +47.1% |
| 3Y | +64.0% | -8.9% | +72.9% | +52.6% |
| 5Y | +97.2% | +5.4% | +91.8% | +68.4% |
| All | +97.2% | +4.8% | +92.4% | +68.4% |
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