-10.0%
ABT vs MNST
+30.7%
-40.8%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | +0.3% | -5.0% | +5.3% | +1.4% |
| 30D | +11.6% | +4.6% | +7.1% | +11.1% |
| 3M | +3.1% | +1.0% | +2.1% | +3.3% |
| 6M | +32.8% | +5.8% | +27.0% | +32.9% |
| YTD | -9.6% | +19.1% | -28.7% | -9.0% |
| All | -10.0% | +30.7% | -40.8% | -10.9% |
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