+99.8%
MNST vs BDX
+27.1%
+72.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.1% | +0.9% | +1.7% |
| 7D | +1.6% | +2.9% | -1.3% | +0.9% |
| 30D | +5.1% | +15.4% | -10.4% | +1.5% |
| 3M | -0.5% | +20.5% | -21.0% | -4.9% |
| 6M | +8.1% | +53.2% | -45.1% | -2.5% |
| YTD | +21.2% | +45.7% | -24.5% | +10.1% |
| 1Y | +30.7% | +47.3% | -16.5% | +18.3% |
| 3Y | +67.3% | +25.1% | +42.3% | +56.0% |
| All | +99.8% | +27.1% | +72.7% | +86.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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