+325.4%
AVGO vs MNST
+55.2%
+270.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.2% |
| 7D | -3.0% | -6.5% | +3.5% | -3.4% |
| 30D | -14.4% | -7.2% | -7.2% | -14.8% |
| 3M | -14.4% | -1.0% | -13.4% | -14.6% |
| 6M | +13.1% | +11.5% | +1.6% | +13.0% |
| YTD | +3.8% | +14.3% | -10.5% | +4.0% |
| 1Y | +17.8% | +38.1% | -20.3% | +19.9% |
| All | +325.4% | +55.2% | +270.2% | +378.0% |
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