+610,000.3%
MNST vs FICO
+78,251.7%
+531,748.5%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -3.2% | +6.6% | +3.8% |
| 7D | +6.8% | +0.4% | +6.4% | +6.7% |
| 30D | +12.0% | +1.7% | +10.4% | +11.4% |
| 3M | +3.5% | -33.0% | +36.6% | +8.1% |
| 6M | +29.7% | -33.9% | +63.5% | +34.7% |
| YTD | +27.2% | -58.5% | +85.7% | +40.1% |
| 1Y | +45.8% | -56.4% | +102.2% | +59.2% |
| 3Y | +75.5% | -24.7% | +100.1% | +71.9% |
| 5Y | +122.1% | +83.1% | +39.0% | +87.0% |
| 10Y | +332.6% | +517.2% | -184.6% | +206.5% |
| All | +610,000.3% | +78,251.7% | +531,748.5% | +402,154.2% |
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