+572,080.2%
MNST vs AME
+18,019.4%
+554,060.8%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +9.1% |
| 3M | -2.9% | -8.9% | +6.0% | -0.5% |
| 6M | +18.4% | -5.0% | +23.4% | +19.3% |
| YTD | +19.3% | +11.9% | +7.4% | +13.6% |
| 1Y | +37.9% | +16.6% | +21.3% | +29.5% |
| 3Y | +62.9% | +62.5% | +0.4% | +34.7% |
| 5Y | +99.6% | +67.6% | +32.0% | +63.3% |
| 10Y | +305.7% | +450.4% | -144.7% | +125.4% |
| All | +572,080.2% | +18,019.4% | +554,060.8% | +155,423.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling