+548,301.9%
MNST vs FHN
+1,824.4%
+546,477.5%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -6.5% | +1.2% | -7.7% | -6.7% |
| 30D | -7.2% | -4.7% | -2.5% | -6.4% |
| 3M | -1.0% | +3.5% | -4.6% | -1.8% |
| 6M | +11.5% | +7.8% | +3.7% | +9.7% |
| YTD | +14.3% | +5.9% | +8.4% | +12.7% |
| 1Y | +38.1% | +12.5% | +25.6% | +34.1% |
| 3Y | +55.0% | +117.2% | -62.2% | +29.0% |
| 5Y | +79.6% | +86.5% | -6.9% | +47.4% |
| 10Y | +241.8% | +125.7% | +116.1% | +149.7% |
| All | +548,301.9% | +1,824.4% | +546,477.5% | +231,438.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling