+66.6%
CSCO vs MNST
+38.5%
+28.1%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.1% |
| 7D | -0.5% | -4.1% | +3.6% | -0.3% |
| 30D | -10.1% | -4.5% | -5.6% | -10.0% |
| 3M | -11.7% | -2.5% | -9.3% | -11.9% |
| 6M | +40.1% | +14.1% | +26.0% | +36.7% |
| YTD | +43.8% | +12.6% | +31.2% | +39.9% |
| 1Y | +66.6% | +36.9% | +29.7% | +66.9% |
| All | +66.6% | +38.5% | +28.1% | +66.9% |
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