+101.3%
MNST vs COMP
-17.6%
+118.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +10.7% | -15.1% | -5.2% |
| 7D | -3.4% | +13.4% | -16.9% | -4.4% |
| 30D | +6.6% | +11.1% | -4.5% | +5.6% |
| 3M | -2.9% | -18.8% | +16.0% | -1.7% |
| 6M | +18.4% | +10.5% | +7.9% | +16.9% |
| YTD | +19.3% | -3.4% | +22.7% | +17.9% |
| 1Y | +37.9% | +19.7% | +18.2% | +34.1% |
| 3Y | +62.9% | +381.6% | -318.7% | +37.7% |
| All | +101.3% | -17.6% | +118.9% | +106.6% |
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