+101.1%
GOOGL vs MNST
+101.2%
0.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.0% | -2.9% | -1.6% |
| 7D | +3.9% | +1.6% | +2.2% | +3.3% |
| 30D | -14.9% | +5.1% | -20.0% | -16.5% |
| 3M | -14.6% | -0.5% | -14.1% | -14.7% |
| 6M | -26.4% | +8.1% | -34.6% | -28.8% |
| YTD | -5.3% | +21.2% | -26.5% | -12.6% |
| 1Y | +6.5% | +30.7% | -24.3% | -4.5% |
| 3Y | +126.0% | +67.3% | +58.7% | +79.9% |
| All | +101.1% | +101.2% | 0.0% | +36.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling