+593.0%
BE vs MNST
+199.2%
+393.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -6.2% | -7.3% | -10.5% |
| 7D | -14.7% | -3.4% | -11.3% | -13.2% |
| 30D | -40.5% | +6.6% | -47.1% | -42.6% |
| 3M | -24.3% | -2.9% | -21.4% | -23.8% |
| 6M | -39.3% | +18.4% | -57.8% | -46.2% |
| YTD | +99.4% | +19.3% | +80.1% | +75.8% |
| 1Y | +26.6% | +37.9% | -11.3% | +1.8% |
| 3Y | +1,616.9% | +62.9% | +1,554.1% | +1,059.9% |
| 5Y | +441.4% | +99.6% | +341.8% | +201.7% |
| All | +593.0% | +199.2% | +393.8% | +124.3% |
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 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