+1,874.3%
BE vs MNST
+64.1%
+1,810.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.0% | +0.1% | +12.8% | +13.0% |
| 7D | +4.5% | -6.9% | +11.4% | +2.1% |
| 30D | -20.1% | +3.7% | -23.9% | -18.9% |
| 3M | -0.8% | -0.3% | -0.5% | -0.3% |
| 6M | -26.2% | +5.1% | -31.3% | -24.6% |
| YTD | +141.1% | +18.4% | +122.6% | +152.4% |
| 1Y | +64.8% | +26.3% | +38.6% | +78.1% |
| All | +1,874.3% | +64.1% | +1,810.1% | +2,328.0% |
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