+28.6%
BMY vs MNST
+100.5%
-71.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.4% | +2.8% | -0.6% |
| 7D | -0.5% | -3.4% | +2.9% | +0.2% |
| 30D | +4.1% | +6.6% | -2.5% | +2.8% |
| 3M | -2.1% | -2.9% | +0.8% | -1.6% |
| 6M | +12.2% | +18.4% | -6.2% | +7.9% |
| YTD | +20.3% | +19.3% | +1.1% | +15.3% |
| 1Y | +39.2% | +37.9% | +1.3% | +29.1% |
| 3Y | +35.6% | +62.9% | -27.3% | +20.6% |
| All | +28.6% | +100.5% | -71.8% | +9.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling