+303.0%
MNST vs FHN
+109.0%
+194.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.3% | -4.1% | -4.4% |
| 7D | -3.4% | -1.0% | -2.4% | -3.3% |
| 30D | +6.6% | +0.2% | +6.4% | +6.6% |
| 3M | -2.9% | -9.0% | +6.1% | -1.5% |
| 6M | +18.4% | -6.8% | +25.3% | +19.7% |
| YTD | +19.3% | -1.5% | +20.8% | +19.3% |
| 1Y | +37.9% | +10.9% | +27.0% | +35.3% |
| 3Y | +62.9% | +119.4% | -56.5% | +40.2% |
| 5Y | +99.6% | +57.5% | +42.0% | +75.2% |
| All | +303.0% | +109.0% | +194.0% | +256.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 10y: compounded portfolio wealth divided by compounded FHN 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…
10y analysis · Full analysis span regression · 6 months rolling