+240.4%
MNST vs ALM
+3,219.4%
-2,979.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +8.8% | -10.4% | -1.7% |
| 7D | -4.1% | +8.4% | -12.5% | -4.3% |
| 30D | -4.5% | +34.8% | -39.3% | -5.3% |
| 3M | -2.5% | +16.2% | -18.7% | -3.1% |
| 6M | +14.1% | +2.1% | +12.0% | +13.4% |
| YTD | +12.6% | +117.0% | -104.5% | +9.3% |
| 1Y | +36.9% | +313.9% | -276.9% | +30.1% |
| 3Y | +53.1% | +2,327.9% | -2,274.8% | +35.4% |
| 5Y | +78.2% | +1,040.6% | -962.4% | +59.9% |
| 10Y | +240.4% | +3,219.4% | -2,979.1% | +180.2% |
| All | +240.4% | +3,219.4% | -2,979.1% | +180.2% |
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