+62.8%
META vs MNST
+80.0%
-17.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.2% |
| 7D | +6.7% | -6.5% | +13.2% | +9.3% |
| 30D | +4.8% | -7.2% | +12.0% | +7.5% |
| 3M | -1.6% | -1.0% | -0.6% | -1.8% |
| 6M | -7.5% | +11.5% | -19.0% | -12.3% |
| YTD | -6.4% | +14.3% | -20.7% | -12.7% |
| 1Y | -17.3% | +38.1% | -55.5% | -29.5% |
| 3Y | +109.9% | +55.0% | +55.0% | +65.8% |
| All | +62.8% | +80.0% | -17.2% | +8.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling