+203.0%
AMAT vs MNST
+55.2%
+147.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.6% | +4.9% | +4.4% |
| 7D | -1.5% | -6.5% | +5.0% | -0.6% |
| 30D | -14.8% | -7.2% | -7.6% | -14.0% |
| 3M | -9.3% | -1.0% | -8.3% | -9.6% |
| 6M | +27.4% | +11.5% | +15.9% | +23.4% |
| YTD | +77.6% | +14.3% | +63.3% | +71.6% |
| 1Y | +188.9% | +38.1% | +150.8% | +173.1% |
| All | +203.0% | +55.2% | +147.8% | +191.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling