+30.3%
MNST vs AME
+21.9%
+8.5%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.2% | -4.4% | -0.2% |
| 7D | -5.0% | -1.5% | -3.4% | -4.9% |
| 30D | +4.6% | -4.2% | +8.7% | +4.7% |
| 3M | +1.0% | -5.9% | +7.0% | +1.4% |
| 6M | +5.8% | +2.8% | +3.0% | +4.5% |
| YTD | +19.1% | +16.6% | +2.5% | +18.5% |
| All | +30.3% | +21.9% | +8.5% | +30.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling