+65.7%
MNST vs ALHC
+16.3%
+49.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | -0.1% |
| 7D | -5.0% | +3.9% | -8.8% | -5.1% |
| 30D | +4.6% | -3.6% | +8.2% | +4.7% |
| 3M | +1.0% | -49.4% | +50.4% | +3.1% |
| 6M | +5.8% | -59.5% | +65.2% | +8.5% |
| YTD | +19.1% | -63.2% | +82.2% | +22.3% |
| 1Y | +30.9% | -55.5% | +86.4% | +33.0% |
| 3Y | +65.7% | +23.0% | +42.7% | +57.5% |
| All | +65.7% | +16.3% | +49.4% | +57.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling