+98.0%
MNST vs BBY
-2.1%
+100.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.0% | +0.6% |
| 7D | -4.7% | +4.0% | -8.8% | -5.3% |
| 30D | +5.2% | +17.6% | -12.3% | +2.5% |
| 3M | -0.9% | +25.9% | -26.8% | -4.6% |
| 6M | +6.1% | +85.1% | -79.0% | -4.0% |
| YTD | +18.9% | +60.6% | -41.7% | +9.5% |
| 1Y | +29.3% | +40.2% | -10.8% | +21.8% |
| 3Y | +64.9% | +86.6% | -21.8% | +39.7% |
| 5Y | +98.0% | -3.7% | +101.7% | +95.0% |
| All | +98.0% | -2.1% | +100.1% | +95.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling