+55.5%
MNST vs BR
-2.3%
+57.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.4% | +2.8% | -0.1% |
| 7D | -6.5% | -5.3% | -1.2% | -5.7% |
| 30D | -7.2% | +6.4% | -13.7% | -8.1% |
| 3M | -1.0% | +13.6% | -14.7% | -3.0% |
| 6M | +11.5% | -6.7% | +18.2% | +13.2% |
| YTD | +14.3% | -21.1% | +35.4% | +20.5% |
| 1Y | +38.1% | -29.6% | +67.7% | +50.2% |
| All | +55.5% | -2.3% | +57.8% | +54.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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