+101.3%
MNST vs AR
+71.8%
+29.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.8% | -3.6% | -4.4% |
| 7D | -3.4% | -14.3% | +10.8% | -3.2% |
| 30D | +6.6% | +1.4% | +5.2% | +6.5% |
| 3M | -2.9% | +3.4% | -6.3% | -3.0% |
| 6M | +18.4% | -2.1% | +20.5% | +18.4% |
| YTD | +19.3% | +4.7% | +14.6% | +18.7% |
| 1Y | +37.9% | +10.6% | +27.3% | +37.0% |
| 3Y | +62.9% | +24.6% | +38.3% | +60.3% |
| All | +101.3% | +71.8% | +29.5% | +94.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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