+77.9%
MNST vs AUR
-34.3%
+112.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.6% | -0.7% |
| 7D | -3.6% | +11.1% | -14.7% | -4.0% |
| 30D | -6.3% | -6.9% | +0.6% | -6.1% |
| 3M | -5.0% | +5.5% | -10.5% | -5.4% |
| 6M | +13.1% | +41.0% | -27.9% | +10.8% |
| YTD | +11.8% | +69.3% | -57.5% | +8.4% |
| 1Y | +35.2% | +14.0% | +21.2% | +33.2% |
| 3Y | +52.0% | +90.1% | -38.1% | +39.3% |
| 5Y | +77.9% | -34.4% | +112.3% | +55.8% |
| All | +77.9% | -34.3% | +112.1% | +55.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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