+320,409.1%
MNST vs ALB
+2,835.3%
+317,573.8%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.4% | +3.9% | +0.2% |
| 7D | -6.5% | -8.1% | +1.6% | -5.1% |
| 30D | -7.2% | +6.3% | -13.5% | -8.5% |
| 3M | -1.0% | -23.6% | +22.6% | +3.3% |
| 6M | +11.5% | -24.6% | +36.1% | +15.5% |
| YTD | +14.3% | -10.3% | +24.6% | +13.8% |
| 1Y | +38.1% | +61.5% | -23.3% | +21.2% |
| 3Y | +55.0% | -34.0% | +89.0% | +52.3% |
| 5Y | +79.6% | -44.6% | +124.2% | +74.7% |
| 10Y | +241.8% | +76.1% | +165.7% | +136.4% |
| All | +320,409.1% | +2,835.3% | +317,573.8% | +149,535.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling