+37.2%
AMGN vs MNST
+37.9%
-0.7%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.1% | -1.5% |
| 7D | -13.7% | -1.0% | -12.7% | -13.5% |
| 30D | -8.8% | -5.6% | -3.2% | -7.8% |
| 3M | +7.2% | -5.7% | +12.9% | +8.5% |
| 6M | +1.3% | +12.0% | -10.7% | -1.1% |
| YTD | +17.6% | +13.2% | +4.4% | +14.6% |
| 1Y | +37.2% | +36.1% | +1.1% | +31.9% |
| All | +37.2% | +37.9% | -0.7% | +31.9% |
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