+64,196.8%
AMGN vs MNST
+572,080.2%
-507,883.4%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.4% | +4.4% | +0.2% |
| 7D | -1.2% | -3.4% | +2.2% | -1.0% |
| 30D | +11.5% | +6.6% | +4.8% | +11.1% |
| 3M | +14.4% | -2.9% | +17.3% | +14.5% |
| 6M | +40.9% | +18.4% | +22.5% | +39.8% |
| YTD | +43.5% | +19.3% | +24.3% | +42.3% |
| 1Y | +49.9% | +37.9% | +12.0% | +47.7% |
| 3Y | +84.6% | +62.9% | +21.8% | +80.4% |
| 5Y | +151.6% | +99.6% | +52.1% | +143.4% |
| 10Y | +358.2% | +305.7% | +52.5% | +330.7% |
| All | +64,196.8% | +572,080.2% | -507,883.4% | +43,474.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling