+67.3%
MNST vs AGG
+14.0%
+53.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.1% | +2.1% |
| 7D | +1.6% | -1.5% | +3.1% | +2.9% |
| 30D | +5.1% | +0.6% | +4.4% | +4.6% |
| 3M | -0.5% | -1.6% | +1.2% | +0.8% |
| 6M | +8.1% | -1.6% | +9.7% | +9.5% |
| YTD | +21.2% | -1.5% | +22.7% | +22.8% |
| 1Y | +30.7% | -1.1% | +31.8% | +32.1% |
| 3Y | +67.3% | +13.6% | +53.7% | +61.9% |
| All | +67.3% | +14.0% | +53.3% | +61.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 AGG 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