+92.9%
GOOGL vs MNST
+100.5%
-7.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.4% | +5.2% | +2.2% |
| 7D | +1.8% | -3.4% | +5.2% | +2.8% |
| 30D | -18.8% | +6.6% | -25.4% | -20.6% |
| 3M | -20.3% | -2.9% | -17.5% | -19.9% |
| 6M | -28.4% | +18.4% | -46.8% | -33.1% |
| YTD | -8.8% | +19.3% | -28.1% | -15.4% |
| 1Y | +0.3% | +37.9% | -37.6% | -11.9% |
| 3Y | +120.7% | +62.9% | +57.8% | +77.8% |
| All | +92.9% | +100.5% | -7.6% | +30.1% |
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