+84.2%
MNST vs BAX
-65.4%
+149.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -0.8% |
| 7D | -6.5% | -1.1% | -5.3% | -6.3% |
| 30D | -7.2% | -5.5% | -1.8% | -6.4% |
| 3M | -1.0% | +33.5% | -34.6% | -5.9% |
| 6M | +11.5% | +35.9% | -24.4% | +5.4% |
| YTD | +14.3% | +35.4% | -21.0% | +7.4% |
| 1Y | +38.1% | +9.8% | +28.4% | +34.0% |
| 3Y | +55.0% | -32.7% | +87.7% | +60.9% |
| All | +84.2% | -65.4% | +149.5% | +125.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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