+101.3%
MNST vs ALB
-61.7%
+163.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.9% | -5.3% | -4.5% |
| 7D | -3.4% | +9.1% | -12.5% | -4.1% |
| 30D | +6.6% | -3.4% | +10.0% | +6.9% |
| 3M | -2.9% | -20.6% | +17.7% | -1.2% |
| 6M | +18.4% | -48.2% | +66.6% | +24.8% |
| YTD | +19.3% | -29.2% | +48.5% | +21.1% |
| 1Y | +37.9% | +10.0% | +27.9% | +34.0% |
| 3Y | +62.9% | -12.9% | +75.8% | +56.2% |
| All | +101.3% | -61.7% | +163.1% | +109.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling