+101.3%
MNST vs AME
+66.2%
+35.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.5% | -7.0% | -5.2% |
| 7D | -3.4% | -5.2% | +1.7% | -2.0% |
| 30D | +6.6% | -8.0% | +14.6% | +9.0% |
| 3M | -2.9% | -8.9% | +6.0% | -0.6% |
| 6M | +18.4% | -5.0% | +23.4% | +19.1% |
| YTD | +19.3% | +11.9% | +7.4% | +12.3% |
| 1Y | +37.9% | +16.6% | +21.3% | +27.7% |
| 3Y | +62.9% | +62.5% | +0.4% | +21.8% |
| All | +101.3% | +66.2% | +35.1% | +45.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling