+251.2%
MNST vs ALNY
+260.0%
-8.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.7% |
| 7D | -1.0% | -6.5% | +5.6% | -0.5% |
| 30D | -5.6% | +11.0% | -16.7% | -6.4% |
| 3M | -5.7% | -14.1% | +8.4% | -5.2% |
| 6M | +12.0% | -22.4% | +34.4% | +13.3% |
| YTD | +13.2% | -37.5% | +50.7% | +16.2% |
| 1Y | +36.1% | -46.9% | +83.0% | +41.2% |
| 3Y | +52.9% | +22.1% | +30.8% | +47.0% |
| 5Y | +81.0% | +31.2% | +49.8% | +69.8% |
| All | +251.2% | +260.0% | -8.8% | +216.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALNY.
Daily Out/Under-Performance
Portfolio return minus ALNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALNY 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 ALNY 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