+598,486.6%
MNST vs B
+714.7%
+597,771.9%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.4% | -1.9% |
| 7D | +3.2% | +4.3% | -1.1% | +2.9% |
| 30D | +10.6% | -0.9% | +11.5% | +10.6% |
| 3M | +1.3% | -1.4% | +2.6% | +1.2% |
| 6M | +26.2% | +5.0% | +21.2% | +25.3% |
| YTD | +24.8% | -5.8% | +30.6% | +24.5% |
| 1Y | +40.9% | +25.6% | +15.3% | +37.8% |
| 3Y | +72.2% | +161.6% | -89.4% | +58.6% |
| 5Y | +108.8% | +135.2% | -26.4% | +92.3% |
| 10Y | +324.4% | +170.7% | +153.7% | +281.2% |
| All | +598,486.6% | +714.7% | +597,771.9% | +556,695.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling