+132.2%
LLY vs MNST
+64.6%
+67.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.4% | +3.6% | -0.5% |
| 7D | -4.5% | -3.4% | -1.1% | -4.3% |
| 30D | +13.9% | +6.6% | +7.3% | +13.7% |
| 3M | +13.8% | -2.9% | +16.6% | +13.9% |
| 6M | +37.6% | +18.4% | +19.2% | +37.6% |
| YTD | +26.6% | +19.3% | +7.3% | +26.6% |
| 1Y | +45.3% | +37.9% | +7.4% | +45.5% |
| 3Y | +132.2% | +62.9% | +69.3% | +145.9% |
| All | +132.2% | +64.6% | +67.6% | +145.9% |
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