+321.6%
MNST vs FIX
+3,416.6%
-3,095.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -11.6% | +9.7% | -0.5% |
| 7D | +3.2% | -27.2% | +30.4% | +6.7% |
| 30D | +10.6% | -46.9% | +57.5% | +18.6% |
| 3M | +1.3% | -44.4% | +45.7% | +7.6% |
| 6M | +26.2% | -50.9% | +77.1% | +35.3% |
| YTD | +24.8% | +3.5% | +21.2% | +19.5% |
| 1Y | +40.9% | -2.1% | +43.1% | +35.7% |
| 3Y | +72.2% | +418.7% | -346.6% | +14.8% |
| 5Y | +108.8% | +894.6% | -785.8% | +17.3% |
| All | +321.6% | +3,416.6% | -3,095.0% | +90.8% |
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