+67.3%
MNST vs BB
+147.9%
-80.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.4% | +4.4% | +2.0% |
| 7D | +1.6% | +1.8% | -0.2% | +1.6% |
| 30D | +5.1% | +8.1% | -3.1% | +4.8% |
| 3M | -0.5% | -1.0% | +0.5% | -0.5% |
| 6M | +8.1% | +45.9% | -37.8% | +6.2% |
| YTD | +21.2% | +134.8% | -113.6% | +17.1% |
| 1Y | +30.7% | +104.6% | -73.9% | +26.7% |
| 3Y | +67.3% | +152.8% | -85.5% | +56.6% |
| All | +67.3% | +147.9% | -80.6% | +56.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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