+246.6%
MNST vs FITB
+287.0%
-40.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.6% |
| 7D | -3.6% | -0.4% | -3.2% | -3.5% |
| 30D | -6.3% | -5.1% | -1.1% | -5.2% |
| 3M | -5.0% | +3.5% | -8.5% | -5.7% |
| 6M | +13.1% | +17.2% | -4.1% | +9.0% |
| YTD | +11.8% | +17.6% | -5.9% | +7.4% |
| 1Y | +35.2% | +23.4% | +11.9% | +28.3% |
| 3Y | +52.0% | +129.7% | -77.7% | +22.9% |
| 5Y | +77.9% | +68.4% | +9.4% | +51.8% |
| All | +246.6% | +287.0% | -40.4% | +147.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling