+99.8%
MNST vs FHN
+61.2%
+38.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.5% | +1.4% | +1.9% |
| 7D | +1.6% | +2.1% | -0.5% | +1.4% |
| 30D | +5.1% | +3.8% | +1.3% | +4.7% |
| 3M | -0.5% | -8.9% | +8.5% | +0.4% |
| 6M | +8.1% | +1.8% | +6.3% | +7.9% |
| YTD | +21.2% | +0.6% | +20.6% | +21.0% |
| 1Y | +30.7% | +12.9% | +17.8% | +29.2% |
| 3Y | +67.3% | +126.4% | -59.1% | +54.0% |
| All | +99.8% | +61.2% | +38.7% | +85.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling