+63.9%
CSCO vs MNST
+37.8%
+26.1%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.6% |
| 7D | -0.7% | -6.5% | +5.8% | -0.2% |
| 30D | -10.1% | -7.2% | -2.9% | -9.7% |
| 3M | -15.7% | -1.0% | -14.7% | -15.9% |
| 6M | +36.3% | +11.5% | +24.8% | +32.5% |
| YTD | +43.8% | +14.3% | +29.5% | +39.7% |
| 1Y | +63.9% | +38.1% | +25.8% | +61.2% |
| All | +63.9% | +37.8% | +26.1% | +61.2% |
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