+84.2%
MNST vs B
+153.8%
-69.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | -0.4% |
| 7D | -6.5% | -1.6% | -4.9% | -6.4% |
| 30D | -7.2% | +9.4% | -16.7% | -8.0% |
| 3M | -1.0% | +5.0% | -6.0% | -1.7% |
| 6M | +11.5% | -3.5% | +15.0% | +11.3% |
| YTD | +14.3% | +4.5% | +9.9% | +13.1% |
| 1Y | +38.1% | +67.8% | -29.7% | +30.2% |
| 3Y | +55.0% | +196.7% | -141.7% | +35.8% |
| All | +84.2% | +153.8% | -69.6% | +51.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling