+99.0%
MNST vs B
+147.6%
-48.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.2% | -4.4% | -0.5% |
| 7D | -5.0% | +11.3% | -16.3% | -5.9% |
| 30D | +4.6% | +2.9% | +1.6% | +4.2% |
| 3M | +1.0% | -2.9% | +3.9% | +1.1% |
| 6M | +5.8% | -1.2% | +7.0% | +5.4% |
| YTD | +19.1% | -1.3% | +20.4% | +18.2% |
| 1Y | +30.9% | +30.4% | +0.5% | +26.6% |
| 3Y | +65.7% | +195.3% | -129.6% | +44.4% |
| 5Y | +99.0% | +146.2% | -47.3% | +67.2% |
| All | +99.0% | +147.6% | -48.6% | +67.2% |
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 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