+215.6%
MNST vs ALC
+21.6%
+194.0%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.0% | +0.4% | -0.9% |
| 7D | -4.1% | -3.7% | -0.4% | -3.0% |
| 30D | -4.5% | -3.7% | -0.7% | -3.4% |
| 3M | -2.5% | +4.6% | -7.0% | -4.0% |
| 6M | +14.1% | -14.6% | +28.7% | +19.1% |
| YTD | +12.6% | -11.9% | +24.4% | +16.1% |
| 1Y | +36.9% | -13.1% | +50.1% | +41.5% |
| 3Y | +53.1% | -15.0% | +68.1% | +54.7% |
| 5Y | +78.2% | -16.2% | +94.4% | +77.8% |
| All | +215.6% | +21.6% | +194.0% | +159.8% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling