+2,925.6%
MNST vs AVAV
+308.3%
+2,617.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -9.8% | +8.0% | -0.8% |
| 7D | +3.2% | -24.3% | +27.5% | +6.4% |
| 30D | +10.6% | -28.9% | +39.5% | +14.7% |
| 3M | +1.3% | -39.3% | +40.5% | +6.6% |
| 6M | +26.2% | -38.8% | +65.0% | +30.8% |
| YTD | +24.8% | -57.8% | +82.6% | +33.0% |
| 1Y | +40.9% | -70.9% | +111.8% | +57.3% |
| 3Y | +72.2% | -14.8% | +87.0% | +56.0% |
| 5Y | +108.8% | +7.3% | +101.5% | +74.3% |
| 10Y | +324.4% | +325.3% | -0.9% | +150.4% |
| All | +2,925.6% | +308.3% | +2,617.3% | +1,298.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 AVAV 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