+84.2%
MNST vs ALC
-16.0%
+100.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | 0.0% |
| 7D | -6.5% | -2.1% | -4.4% | -6.0% |
| 30D | -7.2% | -0.1% | -7.1% | -7.2% |
| 3M | -1.0% | +5.9% | -6.9% | -2.6% |
| 6M | +11.5% | -15.9% | +27.4% | +16.3% |
| YTD | +14.3% | -10.1% | +24.4% | +16.8% |
| 1Y | +38.1% | -10.2% | +48.3% | +40.9% |
| 3Y | +55.0% | -13.6% | +68.5% | +55.4% |
| All | +84.2% | -16.0% | +100.1% | +81.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling