+634.5%
MNST vs AMCR
+100.2%
+534.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +13.0% | +25.1% | +33.0% |
| 3Y | +55.0% | +6.9% | +48.1% | +49.5% |
| 5Y | +79.6% | -10.5% | +90.1% | +79.7% |
| 10Y | +241.8% | +20.9% | +220.9% | +215.7% |
| All | +634.5% | +100.2% | +534.3% | +491.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling