+96.8%
MNST vs ALM
+456.2%
-359.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | -6.9% | -7.2% | +0.3% | -6.8% |
| 30D | +3.7% | -26.4% | +30.1% | +4.2% |
| 3M | -0.3% | -38.6% | +38.3% | +0.3% |
| 6M | +5.1% | -61.0% | +66.1% | +6.5% |
| YTD | +18.4% | -7.4% | +25.8% | +17.2% |
| 1Y | +26.3% | +14.0% | +12.3% | +24.3% |
| 3Y | +64.3% | +844.4% | -780.2% | +52.0% |
| 5Y | +96.8% | +410.8% | -314.0% | +82.4% |
| All | +96.8% | +456.2% | -359.4% | +82.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling