-31.3%
BABA vs MNST
+80.0%
-111.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.5% |
| 7D | -4.8% | -6.5% | +1.7% | -2.5% |
| 30D | -11.9% | -7.2% | -4.7% | -9.7% |
| 3M | -9.3% | -1.0% | -8.2% | -9.6% |
| 6M | -14.2% | +11.5% | -25.7% | -18.9% |
| YTD | -22.0% | +14.3% | -36.3% | -27.2% |
| 1Y | -12.7% | +38.1% | -50.8% | -25.3% |
| 3Y | +26.7% | +55.0% | -28.3% | +1.1% |
| All | -31.3% | +80.0% | -111.3% | -57.7% |
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