-8.5%
BX vs MNST
+45.8%
-54.2%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +3.3% | +2.9% | +5.9% |
| 7D | +8.3% | +6.8% | +1.5% | +7.6% |
| 30D | +13.5% | +12.0% | +1.5% | +12.6% |
| 3M | -7.6% | +3.5% | -11.1% | -8.3% |
| 6M | +4.0% | +29.7% | -25.6% | +3.6% |
| YTD | -15.2% | +27.2% | -42.3% | -15.4% |
| 1Y | -8.5% | +45.8% | -54.3% | -8.7% |
| All | -8.5% | +45.8% | -54.2% | -8.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling