+19.0%
HYG vs MNST
+76.8%
-57.9%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | -0.1% |
| 7D | -0.2% | -3.6% | +3.4% | +0.2% |
| 30D | -0.1% | -6.3% | +6.2% | +0.6% |
| 3M | +0.7% | -5.0% | +5.6% | +1.1% |
| 6M | +1.5% | +13.1% | -11.6% | -0.2% |
| YTD | +1.9% | +11.8% | -9.8% | +0.3% |
| 1Y | +3.7% | +35.2% | -31.5% | -0.5% |
| 3Y | +26.5% | +52.0% | -25.5% | +18.9% |
| 5Y | +19.0% | +77.9% | -58.9% | +6.0% |
| All | +19.0% | +76.8% | -57.9% | +6.0% |
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