+117.0%
AXP vs MNST
+80.0%
+37.0%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.9% |
| 7D | -2.1% | -6.5% | +4.4% | 0.0% |
| 30D | -6.5% | -7.2% | +0.7% | -4.4% |
| 3M | +4.6% | -1.0% | +5.7% | +4.9% |
| 6M | +5.4% | +11.5% | -6.1% | +1.2% |
| YTD | -11.1% | +14.3% | -25.4% | -15.7% |
| 1Y | -0.3% | +38.1% | -38.4% | -12.4% |
| 3Y | +111.6% | +55.0% | +56.6% | +75.7% |
| All | +117.0% | +80.0% | +37.0% | +61.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling