+248.7%
MNST vs FITB
+288.7%
-40.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.1% | +0.5% |
| 7D | -2.2% | -1.0% | -1.3% | -2.0% |
| 30D | -5.4% | -5.5% | +0.1% | -4.2% |
| 3M | -5.5% | +4.1% | -9.6% | -6.4% |
| 6M | +12.4% | +18.7% | -6.4% | +8.0% |
| YTD | +12.4% | +18.2% | -5.8% | +7.9% |
| 1Y | +37.2% | +23.7% | +13.5% | +30.0% |
| 3Y | +52.9% | +130.8% | -77.9% | +23.5% |
| 5Y | +79.7% | +69.8% | +9.9% | +53.1% |
| All | +248.7% | +288.7% | -40.0% | +148.4% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling