+25.8%
BMY vs MNST
+80.0%
-54.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.7% |
| 7D | +0.4% | -6.5% | +6.8% | +1.7% |
| 30D | +5.0% | -7.2% | +12.2% | +6.6% |
| 3M | +19.4% | -1.0% | +20.4% | +19.5% |
| 6M | +9.5% | +11.5% | -2.0% | +6.6% |
| YTD | +28.1% | +14.3% | +13.8% | +23.7% |
| 1Y | +50.0% | +38.1% | +11.9% | +38.7% |
| 3Y | +24.1% | +55.0% | -30.9% | +11.2% |
| All | +25.8% | +80.0% | -54.2% | +8.4% |
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