+54.7%
MNST vs AFL
+69.3%
-14.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.4% |
| 7D | -6.5% | +0.6% | -7.1% | -6.6% |
| 30D | -7.2% | -6.2% | -1.0% | -5.9% |
| 3M | -1.0% | +2.2% | -3.2% | -1.5% |
| 6M | +11.5% | +5.3% | +6.2% | +10.2% |
| YTD | +14.3% | +8.0% | +6.4% | +12.3% |
| 1Y | +38.1% | +10.2% | +27.9% | +34.9% |
| All | +54.7% | +69.3% | -14.6% | +33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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