+313.1%
MNST vs AME
+465.0%
-151.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.2% | -4.4% | -1.9% |
| 7D | -5.0% | -1.5% | -3.4% | -4.7% |
| 30D | +4.6% | -4.2% | +8.7% | +5.8% |
| 3M | +1.0% | -5.9% | +7.0% | +2.8% |
| 6M | +5.8% | +2.8% | +3.0% | +3.2% |
| YTD | +19.1% | +16.6% | +2.5% | +9.3% |
| 1Y | +30.9% | +22.1% | +8.8% | +17.6% |
| 3Y | +65.7% | +64.7% | +1.0% | +25.0% |
| 5Y | +99.0% | +76.6% | +22.4% | +43.7% |
| 10Y | +313.1% | +443.9% | -130.8% | +137.4% |
| All | +313.1% | +465.0% | -151.9% | +137.4% |
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