+67.3%
MNST vs ADSK
+26.4%
+40.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.9% | 0.0% | +1.8% |
| 7D | +1.6% | +1.0% | +0.6% | +1.5% |
| 30D | +5.1% | +14.4% | -9.3% | +3.9% |
| 3M | -0.5% | +2.5% | -3.0% | -1.0% |
| 6M | +8.1% | +14.5% | -6.3% | +6.6% |
| YTD | +21.2% | -10.7% | +31.9% | +22.5% |
| 1Y | +30.7% | -11.0% | +41.7% | +32.1% |
| 3Y | +67.3% | +25.9% | +41.4% | +62.7% |
| All | +67.3% | +26.4% | +40.9% | +62.7% |
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