+29.4%
MMM vs MNST
+80.0%
-50.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.3% |
| 7D | -3.3% | -6.5% | +3.2% | -1.6% |
| 30D | -7.0% | -7.2% | +0.2% | -5.3% |
| 3M | +10.8% | -1.0% | +11.8% | +10.9% |
| 6M | +5.8% | +11.5% | -5.7% | +2.3% |
| YTD | +6.8% | +14.3% | -7.5% | +2.4% |
| 1Y | +10.4% | +38.1% | -27.7% | -0.2% |
| 3Y | +104.7% | +55.0% | +49.7% | +77.1% |
| All | +29.4% | +80.0% | -50.6% | +4.9% |
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 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