+146.8%
GOOG vs MNST
+52.7%
+94.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.2% |
| 7D | +1.1% | -4.1% | +5.2% | +1.6% |
| 30D | -5.1% | -4.5% | -0.6% | -4.5% |
| 3M | -7.1% | -2.5% | -4.6% | -6.9% |
| 6M | +12.7% | +14.1% | -1.5% | +10.4% |
| YTD | +7.1% | +12.6% | -5.5% | +5.0% |
| 1Y | +43.6% | +36.9% | +6.7% | +37.1% |
| 3Y | +146.8% | +53.1% | +93.7% | +137.4% |
| All | +146.8% | +52.7% | +94.1% | +137.4% |
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