+140.3%
ASML vs MNST
+75.5%
+64.9%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +3.3% | -6.9% | -3.8% |
| 7D | -10.0% | +6.8% | -16.8% | -10.4% |
| 30D | -19.4% | +12.0% | -31.5% | -20.1% |
| 3M | -12.5% | +3.5% | -16.0% | -12.6% |
| 6M | +8.2% | +29.7% | -21.4% | +4.1% |
| YTD | +40.7% | +27.2% | +13.5% | +35.6% |
| 1Y | +46.1% | +45.8% | +0.3% | +39.8% |
| All | +140.3% | +75.5% | +64.9% | +125.6% |
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