+64.0%
MNST vs AFL
+66.2%
-2.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -0.9% |
| 7D | -3.9% | +2.1% | -6.0% | -4.4% |
| 30D | +3.9% | +10.6% | -6.7% | +1.6% |
| 3M | -0.8% | +4.4% | -5.2% | -1.9% |
| 6M | +5.1% | +13.1% | -8.0% | +2.3% |
| YTD | +18.3% | +16.6% | +1.6% | +14.3% |
| 1Y | +29.5% | +13.8% | +15.7% | +25.8% |
| 3Y | +64.0% | +65.7% | -1.6% | +53.3% |
| All | +64.0% | +66.2% | -2.1% | +53.3% |
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