+328.4%
MNST vs ALB
+34.3%
+294.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.2% | +3.6% | -0.1% |
| 7D | -3.9% | +5.3% | -9.2% | -4.6% |
| 30D | +3.9% | -6.3% | +10.2% | +4.6% |
| 3M | -0.8% | -27.4% | +26.6% | +3.1% |
| 6M | +5.1% | -53.1% | +58.2% | +15.5% |
| YTD | +18.3% | -32.3% | +50.6% | +22.0% |
| 1Y | +29.5% | -7.3% | +36.8% | +27.2% |
| 3Y | +64.0% | -14.9% | +79.0% | +54.3% |
| 5Y | +97.2% | -62.0% | +159.2% | +107.1% |
| 10Y | +328.4% | +33.0% | +295.4% | +196.7% |
| All | +328.4% | +34.3% | +294.1% | +196.7% |
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