+782.1%
MNST vs ALM
+7,705.7%
-6,923.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.6% |
| 7D | -6.5% | -2.6% | -3.9% | -6.5% |
| 30D | -7.2% | +32.0% | -39.2% | -7.3% |
| 3M | -1.0% | -15.0% | +14.0% | -1.0% |
| 6M | +11.5% | -10.1% | +21.6% | +11.5% |
| YTD | +14.3% | +99.4% | -85.1% | +14.0% |
| 1Y | +38.1% | +316.4% | -278.2% | +37.5% |
| 3Y | +55.0% | +2,022.0% | -1,967.0% | +53.5% |
| 5Y | +79.6% | +941.2% | -861.6% | +78.1% |
| 10Y | +241.8% | +2,950.3% | -2,708.6% | +237.8% |
| All | +782.1% | +7,705.7% | -6,923.6% | +764.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling