+56.6%
MNST vs BLDR
-55.3%
+111.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.5% | -3.1% | -0.8% |
| 7D | -6.5% | -2.8% | -3.6% | -6.3% |
| 30D | -7.2% | -13.3% | +6.1% | -6.2% |
| 3M | -1.0% | -12.3% | +11.2% | -0.2% |
| 6M | +11.5% | -31.5% | +42.9% | +14.5% |
| YTD | +14.3% | -36.1% | +50.4% | +17.7% |
| 1Y | +38.1% | -54.1% | +92.2% | +45.8% |
| All | +56.6% | -55.3% | +111.9% | +55.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 BLDR 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