+93.8%
MNST vs BTDR
-38.7%
+132.5%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -12.8% | +13.2% | +0.4% |
| 7D | -4.7% | +15.4% | -20.2% | -4.8% |
| 30D | +5.2% | -33.4% | +38.7% | +5.4% |
| 3M | -0.9% | -32.0% | +31.1% | -0.8% |
| 6M | +6.1% | -52.2% | +58.4% | +6.3% |
| YTD | +18.9% | -45.3% | +64.2% | +18.6% |
| 1Y | +29.3% | -56.0% | +85.3% | +29.2% |
| 3Y | +64.9% | +54.4% | +10.5% | +60.4% |
| 5Y | +98.0% | -38.5% | +136.5% | +98.1% |
| All | +93.8% | -38.7% | +132.5% | +93.5% |
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