+354.7%
MNST vs AMP
+459.2%
-104.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.2% | +0.8% | +1.6% |
| 7D | +1.6% | +3.9% | -2.3% | +0.4% |
| 30D | +5.1% | +5.1% | -0.1% | +3.4% |
| 3M | -0.5% | -8.7% | +8.2% | +2.2% |
| 6M | +8.1% | +11.4% | -3.3% | +4.2% |
| YTD | +21.2% | +7.3% | +13.9% | +17.4% |
| 1Y | +30.7% | +14.6% | +16.2% | +23.8% |
| 3Y | +67.3% | +61.2% | +6.1% | +37.8% |
| 5Y | +101.9% | +81.0% | +20.8% | +56.6% |
| All | +354.7% | +459.2% | -104.5% | +150.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 AMP 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