+548,301.9%
MNST vs FICO
+104,095.6%
+444,206.4%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -16.7% | +16.1% | +1.8% |
| 7D | -6.5% | -19.2% | +12.7% | -3.8% |
| 30D | -7.2% | -14.6% | +7.4% | -5.4% |
| 3M | -1.0% | -20.1% | +19.1% | +1.4% |
| 6M | +11.5% | -36.3% | +47.8% | +17.1% |
| YTD | +14.3% | -44.9% | +59.2% | +22.2% |
| 1Y | +38.1% | -38.6% | +76.7% | +44.5% |
| 3Y | +55.0% | +4.0% | +51.0% | +46.5% |
| 5Y | +79.6% | +99.5% | -19.9% | +51.2% |
| 10Y | +241.8% | +604.7% | -362.9% | +139.5% |
| All | +548,301.9% | +104,095.6% | +444,206.4% | +350,881.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling