+53.1%
MNST vs BTDR
+8.5%
+44.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.3% | -3.9% | -1.5% |
| 7D | -4.1% | +22.4% | -26.5% | -4.2% |
| 30D | -4.5% | +16.5% | -20.9% | -4.6% |
| 3M | -2.5% | -31.5% | +29.0% | -2.2% |
| 6M | +14.1% | +74.0% | -59.9% | +13.4% |
| YTD | +12.6% | +13.0% | -0.5% | +12.0% |
| 1Y | +36.9% | -0.2% | +37.2% | +36.0% |
| 3Y | +53.1% | +9.9% | +43.2% | +50.7% |
| All | +53.1% | +8.5% | +44.6% | +50.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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