+1,156.2%
ABBV vs MNST
+879.2%
+277.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.9% | -1.3% |
| 7D | +0.4% | -6.5% | +6.9% | +1.9% |
| 30D | +4.2% | -7.2% | +11.4% | +5.9% |
| 3M | +14.8% | -1.0% | +15.8% | +15.0% |
| 6M | +10.3% | +11.5% | -1.2% | +7.2% |
| YTD | +14.9% | +14.3% | +0.6% | +10.9% |
| 1Y | +24.1% | +38.1% | -14.0% | +14.5% |
| 3Y | +91.9% | +55.0% | +37.0% | +70.6% |
| 5Y | +176.0% | +79.6% | +96.4% | +133.9% |
| 10Y | +502.9% | +241.8% | +261.2% | +337.0% |
| All | +1,156.2% | +879.2% | +277.0% | +629.3% |
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