+148.8%
HYG vs MNST
+2,838.2%
-2,689.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.0% | -2.0% | -0.3% |
| 7D | -0.4% | +1.6% | -2.0% | -0.5% |
| 30D | +0.7% | +5.1% | -4.4% | +0.1% |
| 3M | -2.1% | -0.5% | -1.6% | -2.2% |
| 6M | -0.8% | +8.1% | -9.0% | -1.8% |
| YTD | +0.3% | +21.2% | -20.9% | -2.1% |
| 1Y | +1.8% | +30.7% | -29.0% | -1.5% |
| 3Y | +24.1% | +67.3% | -43.2% | +16.4% |
| 5Y | +17.7% | +101.9% | -84.1% | +7.5% |
| 10Y | +56.8% | +343.3% | -286.6% | +30.6% |
| All | +148.8% | +2,838.2% | -2,689.4% | +53.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling