+539,917.0%
MNST vs BRO
+26,306.2%
+513,610.8%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.5% | +3.0% | -0.8% |
| 7D | -4.1% | -5.4% | +1.3% | -3.2% |
| 30D | -4.5% | -4.3% | -0.2% | -3.8% |
| 3M | -2.5% | +17.8% | -20.3% | -5.2% |
| 6M | +14.1% | -6.8% | +20.9% | +14.9% |
| YTD | +12.6% | -13.8% | +26.4% | +14.7% |
| 1Y | +36.9% | -27.8% | +64.7% | +43.5% |
| 3Y | +53.1% | -4.7% | +57.8% | +52.4% |
| 5Y | +78.2% | +20.6% | +57.6% | +70.1% |
| 10Y | +240.4% | +293.7% | -53.3% | +178.0% |
| All | +539,917.0% | +26,306.2% | +513,610.8% | +451,849.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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