+539,166.1%
MNST vs AJG
+11,290.2%
+527,875.9%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.7% |
| 7D | -2.2% | -8.5% | +6.3% | 0.0% |
| 30D | -5.4% | -3.8% | -1.6% | -4.5% |
| 3M | -5.5% | +10.8% | -16.3% | -8.2% |
| 6M | +12.4% | +15.6% | -3.3% | +7.6% |
| YTD | +12.4% | -5.1% | +17.5% | +12.8% |
| 1Y | +37.2% | -16.0% | +53.2% | +41.8% |
| 3Y | +52.9% | +9.7% | +43.1% | +46.1% |
| 5Y | +79.7% | +77.8% | +1.9% | +51.5% |
| 10Y | +250.4% | +478.2% | -227.8% | +127.2% |
| All | +539,166.1% | +11,290.2% | +527,875.9% | +291,749.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling