+13.1%
MNST vs AJG
+8.3%
+4.8%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.1% | -0.4% |
| 7D | -3.6% | -7.4% | +3.8% | -2.9% |
| 30D | -6.3% | -3.0% | -3.3% | -5.8% |
| 3M | -5.0% | +12.8% | -17.8% | -3.5% |
| 6M | +13.1% | +12.8% | +0.3% | +15.4% |
| All | +13.1% | +8.3% | +4.8% | +15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 6mo: compounded portfolio wealth divided by compounded AJG 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…
6mo analysis · Full analysis span regression · 6 months rolling