+233.8%
MNST vs ALC
+32.2%
+201.6%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.4% | -0.3% |
| 7D | -5.0% | +2.1% | -7.0% | -5.5% |
| 30D | +4.6% | +17.2% | -12.6% | -0.5% |
| 3M | +1.0% | +4.6% | -3.6% | -0.5% |
| 6M | +5.8% | +20.1% | -14.3% | -0.5% |
| YTD | +19.1% | -4.2% | +23.2% | +19.5% |
| 1Y | +30.9% | +2.1% | +28.8% | +28.4% |
| 3Y | +65.7% | +4.5% | +61.3% | +55.1% |
| 5Y | +99.0% | -12.3% | +111.3% | +96.4% |
| All | +233.8% | +32.2% | +201.6% | +167.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling