+102.8%
MNST vs ALHC
-61.4%
+164.1%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.9% | +3.8% | +2.1% |
| 7D | +1.6% | +0.3% | +1.3% | +1.6% |
| 30D | +5.1% | -10.6% | +15.6% | +5.6% |
| 3M | -0.5% | -45.3% | +44.8% | +2.5% |
| 6M | +8.1% | -59.7% | +67.8% | +12.6% |
| YTD | +21.2% | -62.7% | +83.9% | +26.3% |
| 1Y | +30.7% | -56.1% | +86.8% | +34.6% |
| 3Y | +67.3% | +21.3% | +46.1% | +56.1% |
| 5Y | +101.9% | -66.0% | +167.8% | +92.4% |
| All | +102.8% | -61.4% | +164.1% | +94.0% |
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