-7.4%
ABT vs MNST
+101.2%
-108.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.0% | -0.8% | +0.6% |
| 7D | -1.3% | +1.6% | -2.9% | -1.8% |
| 30D | +6.0% | +5.1% | +1.0% | +4.5% |
| 3M | -1.9% | -0.5% | -1.4% | -1.8% |
| 6M | +31.2% | +8.1% | +23.0% | +28.1% |
| YTD | -11.2% | +21.2% | -32.4% | -16.7% |
| 1Y | -14.0% | +30.7% | -44.7% | -21.3% |
| 3Y | +20.7% | +67.3% | -46.6% | +0.3% |
| All | -7.4% | +101.2% | -108.6% | -32.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling