-16.5%
ABT vs MNST
+37.8%
-54.4%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.3% |
| 7D | -3.7% | -6.5% | +2.8% | -2.7% |
| 30D | +2.5% | -7.2% | +9.7% | +3.5% |
| 3M | +20.2% | -1.0% | +21.2% | +20.8% |
| 6M | -2.9% | +11.5% | -14.4% | -3.2% |
| YTD | -11.9% | +14.3% | -26.2% | -12.2% |
| 1Y | -16.5% | +38.1% | -54.7% | -19.9% |
| All | -16.5% | +37.8% | -54.4% | -19.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling