+45.8%
MNST vs ALM
+44.8%
+1.0%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.2% | +2.2% | +3.3% |
| 7D | +6.8% | -6.4% | +13.2% | +6.8% |
| 30D | +12.0% | -35.0% | +47.0% | +12.5% |
| 3M | +3.5% | -33.8% | +37.3% | +3.6% |
| 6M | +29.7% | -55.0% | +84.7% | +30.9% |
| YTD | +27.2% | -0.2% | +27.4% | +22.8% |
| 1Y | +45.8% | +41.8% | +4.0% | +38.6% |
| All | +45.8% | +44.8% | +1.0% | +38.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 1y: compounded portfolio wealth divided by compounded ALM 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…
1y analysis · Full analysis span regression · 6 months rolling