+84.2%
MNST vs FCEL
-91.9%
+176.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.5% | -0.6% |
| 7D | -6.5% | -15.8% | +9.3% | -6.1% |
| 30D | -7.2% | -29.3% | +22.1% | -6.5% |
| 3M | -1.0% | -30.1% | +29.1% | -1.1% |
| 6M | +11.5% | +74.4% | -63.0% | +7.0% |
| YTD | +14.3% | +104.5% | -90.2% | +8.9% |
| 1Y | +38.1% | +281.4% | -243.3% | +27.1% |
| 3Y | +55.0% | -66.1% | +121.1% | +53.6% |
| All | +84.2% | -91.9% | +176.1% | +91.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling