+56.6%
MNST vs FICO
+4.8%
+51.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -16.7% | +16.1% | +0.3% |
| 7D | -6.5% | -19.2% | +12.7% | -5.5% |
| 30D | -7.2% | -14.6% | +7.4% | -6.5% |
| 3M | -1.0% | -20.1% | +19.1% | -0.1% |
| 6M | +11.5% | -36.3% | +47.8% | +13.7% |
| YTD | +14.3% | -44.9% | +59.2% | +17.8% |
| 1Y | +38.1% | -38.6% | +76.7% | +40.6% |
| All | +56.6% | +4.8% | +51.8% | +33.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling