+26.2%
MNST vs FIX
-50.5%
+76.7%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -11.6% | +9.7% | -2.8% |
| 7D | +3.2% | -27.2% | +30.4% | +0.7% |
| 30D | +10.6% | -46.9% | +57.5% | +5.3% |
| 3M | +1.3% | -44.4% | +45.7% | -3.2% |
| 6M | +26.2% | -50.9% | +77.1% | +20.8% |
| All | +26.2% | -50.5% | +76.7% | +20.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling