+240.4%
MNST vs FCEL
-99.0%
+339.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +18.8% | -20.3% | -2.0% |
| 7D | -4.1% | +4.0% | -8.1% | -4.3% |
| 30D | -4.5% | -13.1% | +8.6% | -4.3% |
| 3M | -2.5% | +14.6% | -17.0% | -3.6% |
| 6M | +14.1% | +133.7% | -119.5% | +9.8% |
| YTD | +12.6% | +143.0% | -130.4% | +8.0% |
| 1Y | +36.9% | +320.9% | -283.9% | +28.5% |
| 3Y | +53.1% | -58.9% | +112.0% | +49.5% |
| 5Y | +78.2% | -89.7% | +167.9% | +77.7% |
| 10Y | +240.4% | -99.1% | +339.5% | +251.6% |
| All | +240.4% | -99.0% | +339.4% | +251.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FCEL.
Daily Out/Under-Performance
Portfolio return minus FCEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCEL 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 10y: compounded portfolio wealth divided by compounded FCEL 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…
10y analysis · Full analysis span regression · 6 months rolling