+346.0%
MNST vs AMCR
+18.6%
+327.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +0.8% |
| 7D | -4.7% | -4.5% | -0.3% | -3.4% |
| 30D | +5.2% | +4.9% | +0.4% | +3.7% |
| 3M | -0.9% | -4.6% | +3.7% | +0.4% |
| 6M | +6.1% | +15.2% | -9.0% | +1.2% |
| YTD | +18.9% | +9.7% | +9.1% | +14.1% |
| 1Y | +29.3% | +10.5% | +18.8% | +23.8% |
| 3Y | +64.9% | +13.8% | +51.0% | +53.4% |
| 5Y | +98.0% | -9.1% | +107.1% | +97.1% |
| All | +346.0% | +18.6% | +327.4% | +298.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling