+1,335.6%
ABBV vs MNST
+921.7%
+414.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.4% | +5.5% | +2.1% |
| 7D | -1.2% | -3.4% | +2.2% | -0.5% |
| 30D | +8.0% | +6.6% | +1.4% | +6.4% |
| 3M | +20.2% | -2.9% | +23.1% | +20.8% |
| 6M | +44.0% | +18.4% | +25.5% | +38.0% |
| YTD | +31.3% | +19.3% | +12.0% | +25.4% |
| 1Y | +37.0% | +37.9% | -0.9% | +26.4% |
| 3Y | +128.0% | +62.9% | +65.1% | +100.5% |
| 5Y | +196.9% | +99.6% | +97.3% | +145.3% |
| 10Y | +681.2% | +305.7% | +375.5% | +449.3% |
| All | +1,335.6% | +921.7% | +414.0% | +724.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MNST.
Daily Out/Under-Performance
Portfolio return minus MNST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MNST 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 MNST 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