+38.1%
MNST vs B
+70.0%
-31.8%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | -0.5% |
| 7D | -6.5% | -1.6% | -4.9% | -6.4% |
| 30D | -7.2% | +9.4% | -16.7% | -7.6% |
| 3M | -1.0% | +5.0% | -6.0% | -1.2% |
| 6M | +11.5% | -3.5% | +15.0% | +10.9% |
| YTD | +14.3% | +4.5% | +9.9% | +14.3% |
| 1Y | +38.1% | +67.8% | -29.7% | +47.8% |
| All | +38.1% | +70.0% | -31.8% | +47.8% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 1y: compounded portfolio wealth divided by compounded B 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…
1y analysis · Full analysis span regression · 6 months rolling