-20.9%
BITO vs MNST
+116.0%
-136.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.0% | -5.5% | -4.2% |
| 7D | -9.2% | +1.6% | -10.8% | -9.7% |
| 30D | -15.9% | +5.1% | -21.0% | -17.5% |
| 3M | +7.3% | -0.5% | +7.8% | +7.1% |
| 6M | -15.2% | +8.1% | -23.3% | -18.1% |
| YTD | -23.8% | +21.2% | -45.0% | -30.2% |
| 1Y | -32.2% | +30.7% | -62.9% | -39.9% |
| 3Y | +55.1% | +67.3% | -12.2% | +20.0% |
| 5Y | -16.7% | +101.9% | -118.6% | -48.4% |
| All | -20.9% | +116.0% | -136.8% | -50.7% |
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