+45.8%
MNST vs ALC
+4.2%
+41.6%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +6.8% | -3.5% | +2.3% |
| 7D | +6.8% | +10.7% | -3.9% | +5.3% |
| 30D | +12.0% | +20.2% | -8.1% | +9.5% |
| 3M | +3.5% | +8.9% | -5.4% | +2.1% |
| 6M | +29.7% | +5.7% | +23.9% | +28.3% |
| YTD | +27.2% | -1.4% | +28.6% | +29.0% |
| 1Y | +45.8% | +4.7% | +41.1% | +48.2% |
| All | +45.8% | +4.2% | +41.6% | +48.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 1y: compounded portfolio wealth divided by compounded ALC 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…
1y analysis · Full analysis span regression · 6 months rolling