+62.9%
MNST vs B
+165.5%
-102.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.5% | -5.0% | -4.4% |
| 7D | -3.4% | +9.6% | -13.0% | -4.0% |
| 30D | +6.6% | +3.5% | +3.1% | +6.3% |
| 3M | -2.9% | -1.6% | -1.3% | -3.0% |
| 6M | +18.4% | -1.7% | +20.1% | +18.1% |
| YTD | +19.3% | -5.3% | +24.6% | +19.0% |
| 1Y | +37.9% | +27.2% | +10.7% | +35.5% |
| 3Y | +62.9% | +166.1% | -103.2% | +51.2% |
| All | +62.9% | +165.5% | -102.6% | +51.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling