+97.9%
MNST vs ALHC
-59.7%
+157.6%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.5% | -6.2% | -1.0% |
| 7D | -3.9% | +3.8% | -7.7% | -4.1% |
| 30D | +3.9% | +1.7% | +2.2% | +3.7% |
| 3M | -0.8% | -44.3% | +43.5% | +2.0% |
| 6M | +5.1% | -57.2% | +62.3% | +9.0% |
| YTD | +18.3% | -61.2% | +79.4% | +23.0% |
| 1Y | +29.5% | -53.2% | +82.7% | +32.8% |
| 3Y | +64.0% | +27.8% | +36.2% | +52.5% |
| 5Y | +97.2% | -65.4% | +162.6% | +87.6% |
| All | +97.9% | -59.7% | +157.6% | +88.9% |
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