+354.7%
MNST vs ALM
+2,100.8%
-1,746.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +7.7% | -5.8% | +1.8% |
| 7D | +1.6% | +1.2% | +0.4% | +1.6% |
| 30D | +5.1% | -19.3% | +24.4% | +5.5% |
| 3M | -0.5% | -40.6% | +40.2% | +0.5% |
| 6M | +8.1% | -57.9% | +66.0% | +9.9% |
| YTD | +21.2% | -6.7% | +27.9% | +19.9% |
| 1Y | +30.7% | +20.2% | +10.6% | +28.3% |
| 3Y | +67.3% | +879.4% | -812.1% | +51.6% |
| 5Y | +101.9% | +415.3% | -313.4% | +84.3% |
| All | +354.7% | +2,100.8% | -1,746.1% | +285.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling