+97.2%
MNST vs BTDR
-35.7%
+132.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.0% | +2.4% | -0.7% |
| 7D | -3.9% | -7.4% | +3.5% | -3.9% |
| 30D | +3.9% | -33.4% | +37.3% | +4.1% |
| 3M | -0.8% | -26.3% | +25.5% | -0.8% |
| 6M | +5.1% | -52.4% | +57.5% | +5.3% |
| YTD | +18.3% | -42.8% | +61.1% | +18.0% |
| 1Y | +29.5% | -63.7% | +93.2% | +29.5% |
| 3Y | +64.0% | +61.5% | +2.6% | +59.6% |
| 5Y | +97.2% | -35.6% | +132.8% | +97.4% |
| All | +97.2% | -35.7% | +132.9% | +97.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling