+328.4%
MNST vs ALK
-39.7%
+368.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | -3.9% | +12.9% | -16.8% | -5.8% |
| 30D | +3.9% | +5.5% | -1.6% | +2.8% |
| 3M | -0.8% | -12.1% | +11.3% | +0.8% |
| 6M | +5.1% | +1.7% | +3.4% | +3.6% |
| YTD | +18.3% | -17.4% | +35.7% | +19.7% |
| 1Y | +29.5% | -1.9% | +31.4% | +27.0% |
| 3Y | +64.0% | +21.2% | +42.8% | +47.1% |
| 5Y | +97.2% | -27.8% | +125.0% | +92.4% |
| 10Y | +328.4% | -41.0% | +369.5% | +293.2% |
| All | +328.4% | -39.7% | +368.2% | +293.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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