+101.3%
MNST vs A
+15.4%
+86.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.7% | -6.1% | -4.8% |
| 7D | -3.4% | -0.1% | -3.4% | -3.4% |
| 30D | +6.6% | +3.4% | +3.3% | +5.8% |
| 3M | -2.9% | +23.8% | -26.7% | -7.6% |
| 6M | +18.4% | +49.0% | -30.6% | +7.3% |
| YTD | +19.3% | +29.4% | -10.1% | +11.6% |
| 1Y | +37.9% | +19.4% | +18.5% | +31.8% |
| 3Y | +62.9% | +66.2% | -3.3% | +34.2% |
| All | +101.3% | +15.4% | +86.0% | +87.1% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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