-19.6%
BX vs MNST
+38.5%
-58.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -1.6% |
| 7D | -2.0% | -4.1% | +2.1% | -2.0% |
| 30D | -2.3% | -4.5% | +2.2% | -2.3% |
| 3M | +18.5% | -2.5% | +21.0% | +18.6% |
| 6M | +23.7% | +14.1% | +9.6% | +24.7% |
| YTD | -10.4% | +12.6% | -22.9% | -9.5% |
| 1Y | -19.6% | +36.9% | -56.5% | -16.2% |
| All | -19.6% | +38.5% | -58.0% | -16.2% |
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