+33.8%
BX vs MNST
+64.6%
-30.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.4% | +4.1% | +0.6% |
| 7D | +1.8% | -3.4% | +5.2% | +2.5% |
| 30D | +7.9% | +6.6% | +1.3% | +6.9% |
| 3M | -9.6% | -2.9% | -6.7% | -9.2% |
| 6M | -2.3% | +18.4% | -20.7% | -5.0% |
| YTD | -19.3% | +19.3% | -38.5% | -22.0% |
| 1Y | -13.2% | +37.9% | -51.1% | -19.0% |
| 3Y | +33.8% | +62.9% | -29.1% | +21.7% |
| All | +33.8% | +64.6% | -30.8% | +21.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling