+346.0%
MNST vs FIX
+3,615.9%
-3,269.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.8% | +3.2% | +0.7% |
| 7D | -4.7% | +17.0% | -21.7% | -6.6% |
| 30D | +5.2% | -30.6% | +35.8% | +9.2% |
| 3M | -0.9% | -35.0% | +34.1% | +3.3% |
| 6M | +6.1% | -44.0% | +50.1% | +12.1% |
| YTD | +18.9% | +21.1% | -2.3% | +11.6% |
| 1Y | +29.3% | +16.3% | +13.1% | +21.8% |
| 3Y | +64.9% | +507.4% | -442.5% | +7.0% |
| 5Y | +98.0% | +1,052.1% | -954.1% | +8.2% |
| All | +346.0% | +3,615.9% | -3,269.9% | +84.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 FIX 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