+234.4%
MNST vs ALC
+31.8%
+202.6%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.1% | -2.3% | -3.8% |
| 7D | -3.4% | +4.9% | -8.3% | -4.8% |
| 30D | +6.6% | +19.0% | -12.3% | +1.0% |
| 3M | -2.9% | +7.8% | -10.7% | -5.3% |
| 6M | +18.4% | +14.6% | +3.9% | +13.0% |
| YTD | +19.3% | -4.4% | +23.7% | +19.8% |
| 1Y | +37.9% | +1.4% | +36.5% | +35.6% |
| 3Y | +62.9% | +2.5% | +60.4% | +53.6% |
| 5Y | +99.6% | -10.9% | +110.5% | +95.7% |
| All | +234.4% | +31.8% | +202.6% | +168.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling