+354.7%
MNST vs ALB
+32.4%
+322.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.4% | +3.3% | +2.1% |
| 7D | +1.6% | -5.8% | +7.4% | +2.4% |
| 30D | +5.1% | -4.5% | +9.6% | +5.6% |
| 3M | -0.5% | -28.1% | +27.6% | +3.6% |
| 6M | +8.1% | -53.2% | +61.3% | +18.8% |
| YTD | +21.2% | -33.3% | +54.5% | +25.2% |
| 1Y | +30.7% | -17.4% | +48.2% | +30.7% |
| 3Y | +67.3% | -14.1% | +81.4% | +57.0% |
| 5Y | +101.9% | -64.0% | +165.9% | +114.2% |
| All | +354.7% | +32.4% | +322.4% | +225.5% |
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