+62.9%
MNST vs FCEL
-74.5%
+137.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +11.5% | -15.9% | -4.5% |
| 7D | -3.4% | -11.2% | +7.8% | -3.4% |
| 30D | +6.6% | -45.8% | +52.4% | +7.0% |
| 3M | -2.9% | -51.0% | +48.1% | -2.5% |
| 6M | +18.4% | -22.2% | +40.7% | +17.4% |
| YTD | +19.3% | +36.3% | -17.0% | +17.4% |
| 1Y | +37.9% | +29.0% | +8.9% | +35.8% |
| 3Y | +62.9% | -70.9% | +133.8% | +58.0% |
| All | +62.9% | -74.5% | +137.3% | +58.0% |
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