+101.3%
MNST vs ALL
+143.1%
-41.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.5% | +0.1% | -3.4% |
| 7D | -3.4% | -1.9% | -1.5% | -2.9% |
| 30D | +6.6% | +13.8% | -7.2% | +3.8% |
| 3M | -2.9% | -7.0% | +4.1% | -1.4% |
| 6M | +18.4% | +18.0% | +0.4% | +14.0% |
| YTD | +19.3% | +24.2% | -4.9% | +13.3% |
| 1Y | +37.9% | +31.2% | +6.7% | +29.3% |
| 3Y | +62.9% | +107.5% | -44.7% | +35.1% |
| All | +101.3% | +143.1% | -41.7% | +54.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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