+91.4%
MNST vs AUR
-36.6%
+128.0%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.6% |
| 7D | -6.5% | +8.7% | -15.2% | -6.8% |
| 30D | -7.2% | -5.2% | -2.0% | -7.1% |
| 3M | -1.0% | -7.3% | +6.3% | -1.0% |
| 6M | +11.5% | +41.2% | -29.7% | +9.2% |
| YTD | +14.3% | +65.1% | -50.8% | +11.0% |
| 1Y | +38.1% | +13.4% | +24.7% | +36.1% |
| 3Y | +55.0% | +98.1% | -43.1% | +41.6% |
| 5Y | +79.6% | -36.0% | +115.7% | +62.9% |
| All | +91.4% | -36.6% | +128.0% | +73.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling