+911.5%
BE vs MNST
+186.7%
+724.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.6% | +7.9% | +7.7% |
| 7D | +20.0% | -6.5% | +26.5% | +24.0% |
| 30D | +7.9% | -7.2% | +15.1% | +11.6% |
| 3M | -13.2% | -1.0% | -12.2% | -14.1% |
| 6M | +53.5% | +11.5% | +42.0% | +41.1% |
| YTD | +191.0% | +14.3% | +176.7% | +163.2% |
| 1Y | +360.5% | +38.1% | +322.4% | +264.8% |
| 3Y | +1,568.0% | +55.0% | +1,513.0% | +1,061.8% |
| 5Y | +1,055.2% | +79.6% | +975.6% | +597.3% |
| All | +911.5% | +186.7% | +724.7% | +235.7% |
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 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