+244.4%
AVGO vs MNST
+64.6%
+179.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.4% | +5.2% | +0.3% |
| 7D | -9.9% | -3.4% | -6.5% | -10.2% |
| 30D | -22.0% | +6.6% | -28.6% | -21.4% |
| 3M | -30.0% | -2.9% | -27.2% | -30.1% |
| 6M | -30.7% | +18.4% | -49.2% | -30.1% |
| YTD | -14.7% | +19.3% | -33.9% | -13.8% |
| 1Y | -16.8% | +37.9% | -54.7% | -14.4% |
| 3Y | +244.4% | +62.9% | +181.5% | +256.5% |
| All | +244.4% | +64.6% | +179.8% | +256.5% |
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