+110.2%
LLY vs MNST
+55.2%
+55.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.9% |
| 7D | -2.1% | -6.5% | +4.3% | -2.0% |
| 30D | -1.6% | -7.2% | +5.6% | -1.4% |
| 3M | +2.3% | -1.0% | +3.3% | +2.5% |
| 6M | +14.9% | +11.5% | +3.4% | +14.9% |
| YTD | +7.5% | +14.3% | -6.8% | +7.5% |
| 1Y | +55.7% | +38.1% | +17.6% | +56.1% |
| All | +110.2% | +55.2% | +55.0% | +130.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling