+38.1%
MNST vs FITB
+23.7%
+14.5%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.6% |
| 7D | -6.5% | +0.6% | -7.1% | -6.5% |
| 30D | -7.2% | -4.7% | -2.5% | -6.7% |
| 3M | -1.0% | +6.7% | -7.7% | -1.2% |
| 6M | +11.5% | +12.6% | -1.1% | +10.6% |
| YTD | +14.3% | +19.1% | -4.8% | +14.7% |
| 1Y | +38.1% | +22.6% | +15.5% | +40.2% |
| All | +38.1% | +23.7% | +14.5% | +40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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