+108.8%
MNST vs COMP
-28.0%
+136.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -8.2% | +6.3% | -1.3% |
| 7D | +3.2% | -1.8% | +5.0% | +3.3% |
| 30D | +10.6% | -0.8% | +11.3% | +10.5% |
| 3M | +1.3% | -28.1% | +29.4% | +3.4% |
| 6M | +26.2% | +27.0% | -0.8% | +23.2% |
| YTD | +24.8% | -12.8% | +37.5% | +24.3% |
| 1Y | +40.9% | +4.9% | +36.1% | +38.5% |
| 3Y | +72.2% | +321.0% | -248.8% | +47.1% |
| 5Y | +108.8% | -25.6% | +134.4% | +113.6% |
| All | +108.8% | -28.0% | +136.8% | +113.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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