+807.1%
MNST vs FANG
+1,373.6%
-566.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.5% |
| 7D | -4.1% | -1.7% | -2.4% | -3.9% |
| 30D | -4.5% | +6.8% | -11.3% | -5.1% |
| 3M | -2.5% | +1.3% | -3.7% | -2.7% |
| 6M | +14.1% | +11.8% | +2.3% | +12.5% |
| YTD | +12.6% | +35.1% | -22.5% | +8.9% |
| 1Y | +36.9% | +48.9% | -12.0% | +31.1% |
| 3Y | +53.1% | +42.8% | +10.3% | +45.4% |
| 5Y | +78.2% | +230.3% | -152.1% | +52.5% |
| 10Y | +240.4% | +167.0% | +73.4% | +170.4% |
| All | +807.1% | +1,373.6% | -566.4% | +443.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 FANG 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