+64.1%
MNST vs BBY
+88.1%
-24.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.0% | +0.5% |
| 7D | -4.7% | +4.0% | -8.8% | -5.0% |
| 30D | +5.2% | +17.6% | -12.3% | +3.8% |
| 3M | -0.9% | +25.9% | -26.8% | -2.7% |
| 6M | +6.1% | +85.1% | -79.0% | +1.5% |
| YTD | +18.9% | +60.6% | -41.7% | +14.6% |
| 1Y | +29.3% | +40.2% | -10.8% | +26.0% |
| All | +64.1% | +88.1% | -24.0% | +54.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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