+53.1%
MNST vs BG
+20.0%
+33.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.4% | -5.9% | -1.9% |
| 7D | -4.1% | +2.4% | -6.4% | -4.3% |
| 30D | -4.5% | +15.0% | -19.5% | -5.7% |
| 3M | -2.5% | -0.7% | -1.8% | -2.4% |
| 6M | +14.1% | +7.5% | +6.6% | +13.1% |
| YTD | +12.6% | +41.6% | -29.0% | +8.2% |
| 1Y | +36.9% | +50.7% | -13.7% | +30.7% |
| 3Y | +53.1% | +20.3% | +32.8% | +47.8% |
| All | +53.1% | +20.0% | +33.1% | +47.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling