+333.2%
MNST vs AME
+437.3%
-104.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.4% | -0.1% |
| 7D | -6.9% | +1.1% | -8.0% | -7.4% |
| 30D | +3.7% | -4.1% | +7.8% | +5.0% |
| 3M | -0.3% | -6.3% | +6.1% | +1.7% |
| 6M | +5.1% | +3.5% | +1.5% | +2.2% |
| YTD | +18.4% | +17.3% | +1.2% | +8.4% |
| 1Y | +26.3% | +22.0% | +4.3% | +13.5% |
| 3Y | +64.3% | +62.0% | +2.2% | +24.9% |
| 5Y | +96.8% | +78.5% | +18.3% | +41.2% |
| 10Y | +333.2% | +441.6% | -108.4% | +141.1% |
| All | +333.2% | +437.3% | -104.1% | +141.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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