+333.2%
MNST vs FIX
+3,814.3%
-3,481.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.0% | -4.9% | -0.5% |
| 7D | -6.9% | +6.4% | -13.3% | -7.7% |
| 30D | +3.7% | -29.1% | +32.8% | +7.4% |
| 3M | -0.3% | -31.1% | +30.9% | +3.2% |
| 6M | +5.1% | -42.8% | +47.9% | +10.8% |
| YTD | +18.4% | +24.6% | -6.2% | +10.8% |
| 1Y | +26.3% | +21.9% | +4.3% | +18.2% |
| 3Y | +64.3% | +524.9% | -460.7% | +6.3% |
| 5Y | +96.8% | +1,092.2% | -995.4% | +7.1% |
| 10Y | +333.2% | +3,759.0% | -3,425.8% | +79.8% |
| All | +333.2% | +3,814.3% | -3,481.0% | +79.8% |
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