+37.9%
MNST vs D
+19.8%
+18.1%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.5% | -2.9% | -4.2% |
| 7D | -3.4% | +3.0% | -6.4% | -3.8% |
| 30D | +6.6% | +11.5% | -4.9% | +5.3% |
| 3M | -2.9% | +3.7% | -6.6% | -3.6% |
| 6M | +18.4% | +13.5% | +4.9% | +16.7% |
| YTD | +19.3% | +20.7% | -1.5% | +17.4% |
| 1Y | +37.9% | +18.2% | +19.7% | +36.2% |
| All | +37.9% | +19.8% | +18.1% | +36.2% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 1y: compounded portfolio wealth divided by compounded D 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…
1y analysis · Full analysis span regression · 6 months rolling