+118.0%
GOOG vs MNST
+64.6%
+53.5%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.4% | +5.2% | +1.2% |
| 7D | +2.1% | -3.4% | +5.5% | +2.4% |
| 30D | -18.3% | +6.6% | -24.9% | -18.9% |
| 3M | -20.3% | -2.9% | -17.4% | -20.1% |
| 6M | -28.1% | +18.4% | -46.5% | -29.6% |
| YTD | -9.3% | +19.3% | -28.6% | -11.5% |
| 1Y | -0.2% | +37.9% | -38.1% | -3.9% |
| 3Y | +118.0% | +62.9% | +55.2% | +108.6% |
| All | +118.0% | +64.6% | +53.5% | +108.6% |
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