+62.9%
MNST vs BLDR
-50.4%
+113.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.5% | +0.1% | -4.0% |
| 7D | -3.4% | -3.7% | +0.2% | -3.1% |
| 30D | +6.6% | +16.8% | -10.2% | +5.3% |
| 3M | -2.9% | -13.7% | +10.9% | -2.1% |
| 6M | +18.4% | -21.9% | +40.3% | +20.0% |
| YTD | +19.3% | -39.2% | +58.5% | +22.3% |
| 1Y | +37.9% | -42.6% | +80.5% | +41.8% |
| 3Y | +62.9% | -50.2% | +113.1% | +71.8% |
| All | +62.9% | -50.4% | +113.3% | +71.8% |
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