+822.0%
MNST vs ALLE
+260.9%
+561.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -1.0% |
| 7D | -6.5% | -0.2% | -6.3% | -6.4% |
| 30D | -7.2% | -6.8% | -0.4% | -4.8% |
| 3M | -1.0% | +21.0% | -22.1% | -8.5% |
| 6M | +11.5% | +1.1% | +10.4% | +10.0% |
| YTD | +14.3% | -0.5% | +14.8% | +12.9% |
| 1Y | +38.1% | -7.3% | +45.4% | +39.9% |
| 3Y | +55.0% | +42.3% | +12.7% | +28.3% |
| 5Y | +79.6% | +13.5% | +66.2% | +60.7% |
| 10Y | +241.8% | +144.0% | +97.7% | +111.2% |
| All | +822.0% | +260.9% | +561.2% | +386.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 all: compounded portfolio wealth divided by compounded ALLE 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…
all analysis · Full analysis span regression · 6 months rolling