+831,953.3%
MNST vs FIX
+8,419.6%
+823,533.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -15.1% | +18.4% | +5.3% |
| 7D | +6.8% | -18.9% | +25.7% | +9.4% |
| 30D | +12.0% | -36.3% | +48.3% | +18.2% |
| 3M | +3.5% | -38.5% | +42.0% | +9.4% |
| 6M | +29.7% | -42.3% | +71.9% | +37.1% |
| YTD | +27.2% | +17.1% | +10.1% | +20.9% |
| 1Y | +45.8% | +14.4% | +31.4% | +38.6% |
| 3Y | +75.5% | +486.7% | -411.2% | +24.4% |
| 5Y | +122.1% | +1,083.7% | -961.6% | +39.4% |
| 10Y | +332.6% | +3,932.4% | -3,599.9% | +116.5% |
| All | +831,953.3% | +8,419.6% | +823,533.7% | +340,925.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling