+139.3%
HOOD vs MNST
+93.8%
+45.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.2% | +3.2% | +3.1% |
| 7D | -0.6% | -5.0% | +4.3% | +1.7% |
| 30D | -23.6% | +4.6% | -28.2% | -25.6% |
| 3M | -10.7% | +1.0% | -11.7% | -11.9% |
| 6M | +8.2% | +5.8% | +2.4% | +3.2% |
| YTD | -26.3% | +19.1% | -45.4% | -35.0% |
| 1Y | -36.1% | +30.9% | -67.0% | -46.8% |
| 3Y | +950.7% | +65.7% | +885.0% | +640.9% |
| 5Y | +127.0% | +99.0% | +28.1% | +23.5% |
| All | +139.3% | +93.8% | +45.5% | +27.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling