+62.9%
MNST vs FDX
+64.2%
-1.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.7% | -1.7% | -3.9% |
| 7D | -3.4% | -1.6% | -1.8% | -3.1% |
| 30D | +6.6% | +6.6% | 0.0% | +5.6% |
| 3M | -2.9% | -2.1% | -0.8% | -2.6% |
| 6M | +18.4% | +2.2% | +16.3% | +18.0% |
| YTD | +19.3% | +33.9% | -14.7% | +15.0% |
| 1Y | +37.9% | +50.2% | -12.3% | +31.1% |
| 3Y | +62.9% | +65.5% | -2.7% | +49.2% |
| All | +62.9% | +64.2% | -1.3% | +49.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 FDX 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