+248.4%
MNST vs AMCR
+16.8%
+231.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.7% | +2.0% | +0.1% |
| 7D | -3.6% | -6.3% | +2.7% | -1.6% |
| 30D | -6.3% | -7.1% | +0.8% | -4.2% |
| 3M | -5.0% | +12.7% | -17.6% | -8.6% |
| 6M | +13.1% | +5.2% | +8.0% | +10.6% |
| YTD | +11.8% | +8.1% | +3.7% | +7.8% |
| 1Y | +35.2% | +11.7% | +23.5% | +29.0% |
| 3Y | +52.0% | +9.9% | +42.1% | +43.0% |
| 5Y | +77.9% | -8.7% | +86.5% | +76.8% |
| 10Y | +248.4% | +16.8% | +231.6% | +211.1% |
| All | +248.4% | +16.8% | +231.6% | +211.1% |
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