+99.8%
MNST vs AMCR
-9.1%
+108.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | +1.6% | -2.4% | +4.0% | +2.4% |
| 30D | +5.1% | +3.6% | +1.5% | +3.9% |
| 3M | -0.5% | -4.2% | +3.7% | +0.8% |
| 6M | +8.1% | +15.5% | -7.4% | +2.6% |
| YTD | +21.2% | +9.7% | +11.5% | +15.8% |
| 1Y | +30.7% | +8.3% | +22.4% | +25.4% |
| 3Y | +67.3% | +15.4% | +51.9% | +50.8% |
| All | +99.8% | -9.1% | +108.9% | +101.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling