+53.1%
MNST vs FCUV
-99.2%
+152.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -65.2% | +63.7% | -1.5% |
| 7D | -4.1% | -47.9% | +43.8% | -4.1% |
| 30D | -4.5% | +13.7% | -18.1% | -4.5% |
| 3M | -2.5% | +97.0% | -99.5% | -2.4% |
| 6M | +14.1% | -66.1% | +80.3% | +15.2% |
| YTD | +12.6% | -81.8% | +94.3% | +14.0% |
| 1Y | +36.9% | -93.3% | +130.2% | +39.0% |
| 3Y | +53.1% | -99.2% | +152.3% | +56.2% |
| All | +53.1% | -99.2% | +152.3% | +56.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FCUV.
Daily Out/Under-Performance
Portfolio return minus FCUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCUV 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 FCUV 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