+27.1%
BABA vs MNST
+55.2%
-28.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.4% |
| 7D | -4.8% | -6.5% | +1.7% | -4.0% |
| 30D | -11.9% | -7.2% | -4.7% | -11.1% |
| 3M | -9.3% | -1.0% | -8.2% | -9.5% |
| 6M | -14.2% | +11.5% | -25.7% | -16.4% |
| YTD | -22.0% | +14.3% | -36.3% | -24.4% |
| 1Y | -12.7% | +38.1% | -50.8% | -18.2% |
| All | +27.1% | +55.2% | -28.1% | +13.3% |
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 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