+313.1%
MNST vs ALM
+2,221.4%
-1,908.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +8.1% | -8.2% | -0.4% |
| 7D | -5.0% | +0.7% | -5.7% | -5.0% |
| 30D | +4.6% | -26.1% | +30.7% | +5.3% |
| 3M | +1.0% | -38.1% | +39.1% | +2.0% |
| 6M | +5.8% | -55.4% | +61.2% | +7.4% |
| YTD | +19.1% | -0.4% | +19.5% | +17.6% |
| 1Y | +30.9% | +25.4% | +5.5% | +28.3% |
| 3Y | +65.7% | +907.8% | -842.0% | +49.7% |
| 5Y | +99.0% | +440.2% | -341.2% | +81.0% |
| 10Y | +313.1% | +2,031.1% | -1,718.1% | +242.4% |
| All | +313.1% | +2,221.4% | -1,908.4% | +242.4% |
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