+189,363.8%
CSCO vs MNST
+390,035.7%
-200,671.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.4% | +2.5% | -1.7% |
| 7D | -10.2% | -3.4% | -6.8% | -10.0% |
| 30D | -20.1% | +6.6% | -26.7% | -20.4% |
| 3M | -22.4% | -2.9% | -19.5% | -22.3% |
| 6M | +2.8% | +18.4% | -15.7% | +1.7% |
| YTD | +23.6% | +19.3% | +4.3% | +22.2% |
| 1Y | +34.0% | +37.9% | -3.9% | +31.4% |
| 3Y | +89.3% | +62.9% | +26.4% | +83.4% |
| 5Y | +87.9% | +99.6% | -11.7% | +79.8% |
| 10Y | +314.9% | +305.7% | +9.2% | +283.2% |
| All | +189,363.8% | +390,035.7% | -200,671.9% | +139,164.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling