+241.7%
MNST vs ALK
-34.2%
+275.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.1% | -0.8% |
| 7D | -6.5% | -0.7% | -5.8% | -6.4% |
| 30D | -7.2% | -19.2% | +12.0% | -4.1% |
| 3M | -1.0% | -1.5% | +0.5% | -1.4% |
| 6M | +11.5% | -13.1% | +24.5% | +12.6% |
| YTD | +14.3% | -16.4% | +30.7% | +15.8% |
| 1Y | +38.1% | -33.1% | +71.2% | +44.5% |
| 3Y | +55.0% | +0.6% | +54.4% | +44.7% |
| 5Y | +79.6% | -26.4% | +106.0% | +75.0% |
| All | +241.7% | -34.2% | +275.9% | +192.9% |
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