+2,672.0%
MNST vs AVAV
+478.6%
+2,193.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.4% |
| 7D | -6.5% | -2.2% | -4.3% | -6.2% |
| 30D | -7.2% | -13.9% | +6.7% | -5.8% |
| 3M | -1.0% | -29.2% | +28.2% | +1.9% |
| 6M | +11.5% | -36.1% | +47.6% | +15.3% |
| YTD | +14.3% | -40.2% | +54.5% | +17.5% |
| 1Y | +38.1% | -36.2% | +74.3% | +39.3% |
| 3Y | +55.0% | +47.5% | +7.5% | +30.6% |
| 5Y | +79.6% | +39.3% | +40.4% | +46.5% |
| 10Y | +241.8% | +482.6% | -240.8% | +95.5% |
| All | +2,672.0% | +478.6% | +2,193.4% | +1,135.3% |
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