+303.0%
MNST vs ALB
+33.3%
+269.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.9% | -5.3% | -4.5% |
| 7D | -3.4% | +9.1% | -12.5% | -4.5% |
| 30D | +6.6% | -3.4% | +10.0% | +7.0% |
| 3M | -2.9% | -20.6% | +17.7% | -0.2% |
| 6M | +18.4% | -48.2% | +66.6% | +28.5% |
| YTD | +19.3% | -29.2% | +48.5% | +22.3% |
| 1Y | +37.9% | +10.0% | +27.9% | +32.2% |
| 3Y | +62.9% | -12.9% | +75.8% | +52.9% |
| 5Y | +99.6% | -61.3% | +160.9% | +109.5% |
| All | +303.0% | +33.3% | +269.7% | +180.4% |
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