+548,301.9%
MNST vs AFL
+18,874.7%
+529,427.3%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +10.1% |
| YTD | +14.3% | +8.0% | +6.4% | +12.1% |
| 1Y | +38.1% | +10.2% | +27.9% | +34.7% |
| 3Y | +55.0% | +67.1% | -12.1% | +36.3% |
| 5Y | +79.6% | +135.6% | -56.0% | +45.4% |
| 10Y | +241.8% | +299.4% | -57.6% | +139.4% |
| All | +548,301.9% | +18,874.7% | +529,427.3% | +214,036.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling