+572,080.2%
MNST vs FITB
+2,780.8%
+569,299.4%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.8% | -3.6% | -4.3% |
| 7D | -3.4% | -1.5% | -1.9% | -3.1% |
| 30D | +6.6% | +5.8% | +0.8% | +5.6% |
| 3M | -2.9% | -6.1% | +3.2% | -1.9% |
| 6M | +18.4% | +5.9% | +12.5% | +17.1% |
| YTD | +19.3% | +16.1% | +3.2% | +15.8% |
| 1Y | +37.9% | +28.8% | +9.1% | +31.5% |
| 3Y | +62.9% | +126.0% | -63.1% | +39.1% |
| 5Y | +99.6% | +45.3% | +54.3% | +81.2% |
| 10Y | +305.7% | +255.4% | +50.3% | +200.7% |
| All | +572,080.2% | +2,780.8% | +569,299.4% | +233,369.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling