+328.4%
MNST vs ALM
+2,040.7%
-1,712.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -7.2% | +6.6% | -0.5% |
| 7D | -3.9% | -6.3% | +2.4% | -3.8% |
| 30D | +3.9% | -31.4% | +35.3% | +4.8% |
| 3M | -0.8% | -40.6% | +39.8% | +0.2% |
| 6M | +5.1% | -58.6% | +63.7% | +6.8% |
| YTD | +18.3% | -7.6% | +25.9% | +17.1% |
| 1Y | +29.5% | +13.8% | +15.6% | +27.3% |
| 3Y | +64.0% | +842.1% | -778.1% | +48.8% |
| 5Y | +97.2% | +407.4% | -310.2% | +80.1% |
| 10Y | +328.4% | +2,079.4% | -1,750.9% | +262.2% |
| All | +328.4% | +2,040.7% | -1,712.3% | +262.2% |
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