+54.5%
JNJ vs MNST
+38.5%
+16.0%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.7% | -2.0% |
| 7D | -0.8% | -4.1% | +3.3% | -0.3% |
| 30D | +4.3% | -4.5% | +8.8% | +4.9% |
| 3M | +16.5% | -2.5% | +18.9% | +17.0% |
| 6M | +13.1% | +14.1% | -1.0% | +12.3% |
| YTD | +32.1% | +12.6% | +19.6% | +30.8% |
| 1Y | +54.5% | +36.9% | +17.5% | +47.0% |
| All | +54.5% | +38.5% | +16.0% | +47.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling