+548,301.9%
MNST vs ADSK
+4,900.9%
+543,401.0%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -8.3% | +7.7% | +0.6% |
| 7D | -6.5% | -16.4% | +9.9% | -4.2% |
| 30D | -7.2% | -9.2% | +2.0% | -6.1% |
| 3M | -1.0% | -6.7% | +5.7% | -0.4% |
| 6M | +11.5% | -15.5% | +27.0% | +13.3% |
| YTD | +14.3% | -26.4% | +40.7% | +18.1% |
| 1Y | +38.1% | -31.9% | +70.0% | +44.2% |
| 3Y | +55.0% | -1.0% | +55.9% | +51.9% |
| 5Y | +79.6% | -24.5% | +104.2% | +80.1% |
| 10Y | +241.8% | +220.4% | +21.4% | +181.6% |
| All | +548,301.9% | +4,900.9% | +543,401.0% | +385,646.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling