+313.1%
MNST vs ALB
+38.2%
+274.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | 0.0% | -0.2% |
| 7D | -5.0% | +9.5% | -14.4% | -6.1% |
| 30D | +4.6% | -2.1% | +6.7% | +4.8% |
| 3M | +1.0% | -24.1% | +25.2% | +4.4% |
| 6M | +5.8% | -51.0% | +56.8% | +15.6% |
| YTD | +19.1% | -29.3% | +48.4% | +22.1% |
| 1Y | +30.9% | +3.2% | +27.7% | +26.7% |
| 3Y | +65.7% | -9.3% | +75.1% | +54.5% |
| 5Y | +99.0% | -61.6% | +160.6% | +109.2% |
| 10Y | +313.1% | +40.8% | +272.3% | +183.9% |
| All | +313.1% | +38.2% | +274.8% | +183.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 10y: compounded portfolio wealth divided by compounded ALB 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…
10y analysis · Full analysis span regression · 6 months rolling