+18.4%
MNST vs BB
+57.2%
-38.7%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +4.4% | -8.8% | -4.4% |
| 7D | -3.4% | +3.8% | -7.2% | -3.4% |
| 30D | +6.6% | -0.3% | +7.0% | +6.5% |
| 3M | -2.9% | -0.5% | -2.4% | -2.7% |
| 6M | +18.4% | +45.9% | -27.5% | +13.1% |
| All | +18.4% | +57.2% | -38.7% | +13.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling