+598,486.6%
MNST vs FICO
+78,963.7%
+519,522.9%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.9% | -2.8% | -2.0% |
| 7D | +3.2% | -0.3% | +3.4% | +3.2% |
| 30D | +10.6% | +1.7% | +8.9% | +10.0% |
| 3M | +1.3% | -35.2% | +36.5% | +6.2% |
| 6M | +26.2% | -33.7% | +59.9% | +31.1% |
| YTD | +24.8% | -58.2% | +82.9% | +37.3% |
| 1Y | +40.9% | -56.6% | +97.5% | +54.1% |
| 3Y | +72.2% | -24.0% | +96.1% | +68.5% |
| 5Y | +108.8% | +86.1% | +22.7% | +75.4% |
| 10Y | +324.4% | +522.8% | -198.4% | +200.3% |
| All | +598,486.6% | +78,963.7% | +519,522.9% | +394,037.7% |
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 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