+108.8%
MNST vs ALK
-33.9%
+142.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.2% | +1.4% | -1.5% |
| 7D | +3.2% | +7.1% | -3.9% | +2.2% |
| 30D | +10.6% | -3.0% | +13.6% | +10.9% |
| 3M | +1.3% | -25.6% | +26.9% | +5.0% |
| 6M | +26.2% | +0.5% | +25.7% | +24.9% |
| YTD | +24.8% | -23.1% | +47.8% | +27.1% |
| 1Y | +40.9% | -7.5% | +48.5% | +39.8% |
| 3Y | +72.2% | +15.3% | +56.9% | +51.1% |
| 5Y | +108.8% | -34.8% | +143.6% | +115.8% |
| All | +108.8% | -33.9% | +142.7% | +115.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling