+8,714.1%
JNJ vs MNST
+572,080.2%
-563,366.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.4% | +5.8% | +1.6% |
| 7D | +1.1% | -3.4% | +4.5% | +1.2% |
| 30D | +6.9% | +6.6% | +0.3% | +6.7% |
| 3M | +8.0% | -2.9% | +10.9% | +8.1% |
| 6M | +24.3% | +18.4% | +5.8% | +23.6% |
| YTD | +35.6% | +19.3% | +16.4% | +34.9% |
| 1Y | +51.1% | +37.9% | +13.2% | +49.6% |
| 3Y | +98.3% | +62.9% | +35.4% | +95.3% |
| 5Y | +94.3% | +99.6% | -5.2% | +90.2% |
| 10Y | +214.9% | +305.7% | -90.8% | +202.8% |
| All | +8,714.1% | +572,080.2% | -563,366.1% | +7,298.4% |
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 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