+30.7%
MNST vs ALM
+19.0%
+11.8%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +7.7% | -5.8% | +1.9% |
| 7D | +1.6% | +1.2% | +0.4% | +1.6% |
| 30D | +5.1% | -19.3% | +24.4% | +5.1% |
| 3M | -0.5% | -40.6% | +40.2% | -0.4% |
| 6M | +8.1% | -57.9% | +66.0% | +9.0% |
| YTD | +21.2% | -6.7% | +27.9% | +18.2% |
| 1Y | +30.7% | +20.2% | +10.6% | +27.2% |
| All | +30.7% | +19.0% | +11.8% | +27.2% |
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 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