+35.2%
MNST vs BG
+49.9%
-14.7%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.7% |
| 7D | -3.6% | +0.5% | -4.1% | -3.6% |
| 30D | -6.3% | +10.3% | -16.6% | -6.7% |
| 3M | -5.0% | -1.9% | -3.1% | -4.5% |
| 6M | +13.1% | +5.2% | +7.9% | +12.8% |
| YTD | +11.8% | +41.2% | -29.4% | +8.1% |
| 1Y | +35.2% | +50.5% | -15.3% | +31.1% |
| All | +35.2% | +49.9% | -14.7% | +31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 1y: compounded portfolio wealth divided by compounded BG 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…
1y analysis · Full analysis span regression · 6 months rolling