+99.5%
MNST vs ALHC
-61.5%
+161.0%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.9% | -1.5% | -4.2% |
| 7D | -3.4% | +1.0% | -4.4% | -3.5% |
| 30D | +6.6% | -14.2% | +20.8% | +7.4% |
| 3M | -2.9% | -45.1% | +42.3% | -0.1% |
| 6M | +18.4% | -59.5% | +78.0% | +23.3% |
| YTD | +19.3% | -62.8% | +82.1% | +24.3% |
| 1Y | +37.9% | -55.5% | +93.4% | +41.9% |
| 3Y | +62.9% | +25.7% | +37.2% | +51.5% |
| 5Y | +99.6% | -66.8% | +166.4% | +90.2% |
| All | +99.5% | -61.5% | +161.0% | +91.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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