+86.4%
MNST vs BTDR
+23.8%
+62.6%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.9% | -4.5% | -0.6% |
| 7D | -6.5% | +20.0% | -26.4% | -6.6% |
| 30D | -7.2% | +11.9% | -19.2% | -7.3% |
| 3M | -1.0% | -36.9% | +35.9% | -0.7% |
| 6M | +11.5% | +56.5% | -45.0% | +10.8% |
| YTD | +14.3% | +10.4% | +3.9% | +13.8% |
| 1Y | +38.1% | +3.1% | +35.0% | +37.2% |
| 3Y | +55.0% | -2.6% | +57.6% | +52.5% |
| 5Y | +79.6% | +25.2% | +54.5% | +79.4% |
| All | +86.4% | +23.8% | +62.6% | +85.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling