+925.8%
MNST vs ALLE
+344.1%
+581.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.8% | +1.6% | +2.7% |
| 7D | +6.8% | +6.7% | +0.1% | +4.3% |
| 30D | +12.0% | +25.4% | -13.3% | +2.7% |
| 3M | +3.5% | +16.9% | -13.4% | -2.7% |
| 6M | +29.7% | +46.6% | -16.9% | +11.1% |
| YTD | +27.2% | +22.4% | +4.8% | +16.0% |
| 1Y | +45.8% | +17.7% | +28.1% | +34.8% |
| 3Y | +75.5% | +96.3% | -20.9% | +27.7% |
| 5Y | +122.1% | +57.4% | +64.7% | +74.3% |
| 10Y | +332.6% | +241.0% | +91.6% | +134.5% |
| All | +925.8% | +344.1% | +581.6% | +399.8% |
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