+32.7%
BABA vs MNST
+63.9%
-31.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.9% | -2.4% |
| 7D | +2.4% | -3.9% | +6.3% | +2.8% |
| 30D | -7.8% | +3.9% | -11.7% | -8.2% |
| 3M | -22.4% | -0.8% | -21.5% | -22.3% |
| 6M | -26.0% | +5.1% | -31.1% | -26.8% |
| YTD | -29.3% | +18.3% | -47.6% | -31.5% |
| 1Y | -37.5% | +29.5% | -67.0% | -40.2% |
| All | +32.7% | +63.9% | -31.2% | +18.8% |
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