+876.5%
MNST vs AR
-27.2%
+903.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.6% |
| 7D | -6.5% | +2.5% | -9.0% | -6.6% |
| 30D | -7.2% | +14.8% | -22.0% | -7.7% |
| 3M | -1.0% | +6.2% | -7.2% | -1.3% |
| 6M | +11.5% | +4.3% | +7.2% | +11.2% |
| YTD | +14.3% | +14.4% | -0.1% | +13.5% |
| 1Y | +38.1% | +21.3% | +16.8% | +36.8% |
| 3Y | +55.0% | +39.8% | +15.2% | +51.7% |
| 5Y | +79.6% | +142.1% | -62.4% | +70.4% |
| 10Y | +241.8% | +52.0% | +189.7% | +187.9% |
| All | +876.5% | -27.2% | +903.7% | +746.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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