+407,831.5%
MNST vs FDS
+9,502.8%
+398,328.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.5% | +2.9% | +0.2% |
| 7D | -6.5% | -1.9% | -4.6% | -6.1% |
| 30D | -7.2% | +9.0% | -16.2% | -9.2% |
| 3M | -1.0% | +18.9% | -19.9% | -5.5% |
| 6M | +11.5% | +35.1% | -23.6% | +2.5% |
| YTD | +14.3% | +5.5% | +8.8% | +10.5% |
| 1Y | +38.1% | -16.8% | +54.9% | +40.5% |
| 3Y | +55.0% | -28.1% | +83.0% | +62.2% |
| 5Y | +79.6% | -17.4% | +97.0% | +80.9% |
| 10Y | +241.8% | +85.4% | +156.3% | +186.3% |
| All | +407,831.5% | +9,502.8% | +398,328.7% | +221,076.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 all: compounded portfolio wealth divided by compounded FDS 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…
all analysis · Full analysis span regression · 6 months rolling