+78.2%
MNST vs AMCR
-9.8%
+88.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.8% | +0.3% | -0.9% |
| 7D | -4.1% | -1.8% | -2.3% | -3.5% |
| 30D | -4.5% | -6.0% | +1.5% | -2.6% |
| 3M | -2.5% | +18.9% | -21.4% | -8.2% |
| 6M | +14.1% | +5.7% | +8.5% | +11.3% |
| YTD | +12.6% | +11.1% | +1.5% | +7.1% |
| 1Y | +36.9% | +12.7% | +24.2% | +29.5% |
| 3Y | +53.1% | +9.6% | +43.5% | +41.3% |
| 5Y | +78.2% | -10.3% | +88.6% | +75.5% |
| All | +78.2% | -9.8% | +88.1% | +75.5% |
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