+45.3%
MMM vs MNST
+100.5%
-55.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.4% | +3.0% | -0.2% |
| 7D | +6.2% | -3.4% | +9.6% | +7.3% |
| 30D | +14.2% | +6.6% | +7.6% | +12.3% |
| 3M | +2.9% | -2.9% | +5.8% | +3.6% |
| 6M | +27.6% | +18.4% | +9.1% | +21.5% |
| YTD | +17.3% | +19.3% | -2.0% | +11.2% |
| 1Y | +15.1% | +37.9% | -22.8% | +4.5% |
| 3Y | +157.1% | +62.9% | +94.2% | +119.8% |
| All | +45.3% | +100.5% | -55.2% | +12.7% |
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