+40.9%
MNST vs FICO
-55.7%
+96.7%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.9% | -2.8% | -1.9% |
| 7D | +3.2% | -0.3% | +3.4% | +3.2% |
| 30D | +10.6% | +1.7% | +8.9% | +10.4% |
| 3M | +1.3% | -35.2% | +36.5% | +2.1% |
| 6M | +26.2% | -33.7% | +59.9% | +27.6% |
| YTD | +24.8% | -58.2% | +82.9% | +25.6% |
| 1Y | +40.9% | -56.6% | +97.5% | +40.3% |
| All | +40.9% | -55.7% | +96.7% | +40.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 1y: compounded portfolio wealth divided by compounded FICO 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…
1y analysis · Full analysis span regression · 6 months rolling