+101.3%
MNST vs ALK
-34.8%
+136.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.6% | -5.0% | -4.5% |
| 7D | -3.4% | +9.0% | -12.5% | -4.6% |
| 30D | +6.6% | -1.6% | +8.3% | +6.7% |
| 3M | -2.9% | -23.2% | +20.3% | +0.2% |
| 6M | +18.4% | -3.9% | +22.3% | +18.0% |
| YTD | +19.3% | -22.6% | +41.8% | +21.4% |
| 1Y | +37.9% | -5.3% | +43.2% | +36.3% |
| 3Y | +62.9% | +18.6% | +44.3% | +42.0% |
| All | +101.3% | -34.8% | +136.1% | +107.4% |
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