+634.5%
MNST vs AMCR
+106.4%
+528.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | -6.5% | -1.9% | -4.6% | -6.1% |
| 30D | -7.2% | -4.1% | -3.1% | -6.4% |
| 3M | -1.0% | +21.7% | -22.7% | -5.6% |
| 6M | +11.5% | +1.5% | +10.0% | +10.5% |
| YTD | +14.3% | +13.1% | +1.2% | +10.1% |
| 1Y | +38.1% | +16.5% | +21.6% | +32.1% |
| 3Y | +55.0% | +10.3% | +44.7% | +48.5% |
| 5Y | +79.6% | -7.7% | +87.3% | +78.4% |
| 10Y | +241.8% | +24.6% | +217.2% | +213.4% |
| All | +634.5% | +106.4% | +528.1% | +487.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded AMCR 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling