+136.8%
GOOGL vs MNST
+80.0%
+56.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.9% |
| 7D | -2.3% | -6.5% | +4.2% | -0.1% |
| 30D | -6.6% | -7.2% | +0.7% | -4.3% |
| 3M | -8.9% | -1.0% | -7.9% | -9.0% |
| 6M | +11.9% | +11.5% | +0.4% | +6.8% |
| YTD | +8.3% | +14.3% | -6.0% | +2.2% |
| 1Y | +46.2% | +38.1% | +8.1% | +27.7% |
| 3Y | +151.9% | +55.0% | +96.9% | +106.9% |
| All | +136.8% | +80.0% | +56.8% | +73.4% |
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 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