+50.9%
MNST vs ADSK
-5.9%
+56.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +1.9% | -0.5% |
| 7D | -3.6% | -14.5% | +11.0% | -2.3% |
| 30D | -6.3% | -19.3% | +13.0% | -4.7% |
| 3M | -5.0% | -7.8% | +2.8% | -4.5% |
| 6M | +13.1% | -20.8% | +33.9% | +15.0% |
| YTD | +11.8% | -30.2% | +41.9% | +15.8% |
| 1Y | +35.2% | -36.5% | +71.7% | +42.3% |
| All | +50.9% | -5.9% | +56.8% | +45.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ADSK.
Daily Out/Under-Performance
Portfolio return minus ADSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADSK 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 3y: compounded portfolio wealth divided by compounded ADSK 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…
3y analysis · Full analysis span regression · 6 months rolling