+70.4%
MNST vs BOXX
+18.4%
+51.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -4.1% | 0.0% | -4.1% | -4.1% |
| 30D | -4.5% | +0.3% | -4.8% | -5.0% |
| 3M | -2.5% | +1.0% | -3.5% | -3.9% |
| 6M | +14.1% | +1.9% | +12.2% | +11.3% |
| YTD | +12.6% | +2.6% | +9.9% | +9.3% |
| 1Y | +36.9% | +4.0% | +32.9% | +32.5% |
| 3Y | +53.1% | +14.6% | +38.5% | +66.1% |
| All | +70.4% | +18.4% | +51.9% | +152.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 all: compounded portfolio wealth divided by compounded BOXX 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…
all analysis · Full analysis span regression · 6 months rolling