+2,702.8%
MNST vs ACM
+233.3%
+2,469.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | 0.0% | -4.4% | -4.4% |
| 7D | -3.4% | +5.4% | -8.8% | -4.9% |
| 30D | +6.6% | +15.1% | -8.5% | +2.1% |
| 3M | -2.9% | -10.5% | +7.6% | -0.2% |
| 6M | +18.4% | -19.7% | +38.1% | +25.0% |
| YTD | +19.3% | -28.8% | +48.1% | +29.6% |
| 1Y | +37.9% | -47.9% | +85.8% | +64.5% |
| 3Y | +62.9% | -12.4% | +75.2% | +61.0% |
| 5Y | +99.6% | +0.6% | +99.0% | +86.7% |
| 10Y | +305.7% | +161.3% | +144.5% | +156.4% |
| All | +2,702.8% | +233.3% | +2,469.4% | +1,227.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling