+113.4%
MNST vs COMP
-52.8%
+166.2%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +7.7% | -4.4% | +2.8% |
| 7D | +6.8% | +9.5% | -2.7% | +6.1% |
| 30D | +12.0% | +8.1% | +4.0% | +11.3% |
| 3M | +3.5% | -16.3% | +19.9% | +4.6% |
| 6M | +29.7% | +42.2% | -12.6% | +25.7% |
| YTD | +27.2% | -5.0% | +32.2% | +26.0% |
| 1Y | +45.8% | +20.1% | +25.7% | +42.1% |
| 3Y | +75.5% | +358.4% | -283.0% | +50.3% |
| 5Y | +122.1% | -21.9% | +144.1% | +105.7% |
| All | +113.4% | -52.8% | +166.2% | +91.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling