+18.4%
MNST vs BP
+1.4%
+17.1%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.4% | -4.0% | -4.5% |
| 7D | -3.4% | -11.6% | +8.2% | -4.8% |
| 30D | +6.6% | 0.0% | +6.6% | +6.6% |
| 3M | -2.9% | +6.7% | -9.6% | -1.8% |
| 6M | +18.4% | +2.2% | +16.3% | +18.9% |
| All | +18.4% | +1.4% | +17.1% | +18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 6mo: compounded portfolio wealth divided by compounded BP 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…
6mo analysis · Full analysis span regression · 6 months rolling