+67.3%
MNST vs FCEL
-68.7%
+136.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -5.6% | +7.5% | +2.0% |
| 7D | +1.6% | -2.8% | +4.4% | +1.6% |
| 30D | +5.1% | -31.6% | +36.7% | +5.3% |
| 3M | -0.5% | -52.4% | +51.9% | -0.1% |
| 6M | +8.1% | -51.4% | +59.5% | +8.0% |
| YTD | +21.2% | +32.4% | -11.2% | +19.3% |
| 1Y | +30.7% | +37.5% | -6.8% | +28.7% |
| 3Y | +67.3% | -69.3% | +136.6% | +62.3% |
| All | +67.3% | -68.7% | +136.0% | +62.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling