+189.9%
LQD vs MNST
+215,623.9%
-215,434.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | 0.0% |
| 7D | -0.4% | -6.5% | +6.1% | -0.3% |
| 30D | -0.8% | -7.2% | +6.5% | -0.6% |
| 3M | -1.9% | -1.0% | -0.9% | -1.9% |
| 6M | -2.7% | +11.5% | -14.1% | -2.9% |
| YTD | -1.3% | +14.3% | -15.6% | -1.5% |
| 1Y | 0.0% | +38.1% | -38.1% | -0.6% |
| 3Y | +14.9% | +55.0% | -40.1% | +13.9% |
| 5Y | -4.6% | +79.6% | -84.2% | -5.7% |
| 10Y | +22.0% | +241.8% | -219.8% | +19.5% |
| All | +189.9% | +215,623.9% | -215,434.0% | +170.8% |
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