+701.6%
BE vs MNST
+219.0%
+482.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +3.3% | -9.7% | -8.0% |
| 7D | -12.1% | +6.8% | -18.9% | -15.3% |
| 30D | -30.1% | +12.0% | -42.1% | -34.4% |
| 3M | -12.1% | +3.5% | -15.7% | -14.6% |
| 6M | -30.6% | +29.7% | -60.2% | -41.5% |
| YTD | +130.6% | +27.2% | +103.5% | +96.3% |
| 1Y | +55.3% | +45.8% | +9.5% | +21.3% |
| 3Y | +1,755.6% | +75.5% | +1,680.1% | +1,099.1% |
| 5Y | +564.5% | +122.1% | +442.3% | +244.7% |
| All | +701.6% | +219.0% | +482.6% | +150.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling