+101.3%
MNST vs AMT
-20.2%
+121.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.7% | -1.7% | -3.7% |
| 7D | -3.4% | +0.5% | -4.0% | -3.5% |
| 30D | +6.6% | +13.6% | -7.0% | +3.2% |
| 3M | -2.9% | +11.5% | -14.4% | -5.6% |
| 6M | +18.4% | +6.9% | +11.5% | +15.9% |
| YTD | +19.3% | +10.8% | +8.4% | +15.1% |
| 1Y | +37.9% | +10.3% | +27.6% | +33.2% |
| 3Y | +62.9% | +12.4% | +50.5% | +53.3% |
| All | +101.3% | -20.2% | +121.5% | +109.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 AMT 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