+11.5%
MNST vs ALK
-16.4%
+27.9%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| 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% | -4.5% |
| 3M | -1.0% | -1.5% | +0.5% | -1.7% |
| 6M | +11.5% | -13.1% | +24.5% | +11.4% |
| All | +11.5% | -16.4% | +27.9% | +11.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling