+747,809.2%
MNST vs FIX
+12,471.5%
+735,337.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.5% | -0.9% |
| 7D | -6.5% | +6.0% | -12.5% | -7.3% |
| 30D | -7.2% | -7.2% | 0.0% | -6.5% |
| 3M | -1.0% | -15.9% | +14.8% | +0.5% |
| 6M | +11.5% | +12.7% | -1.3% | +8.0% |
| YTD | +14.3% | +72.8% | -58.5% | +3.9% |
| 1Y | +38.1% | +122.9% | -84.8% | +20.1% |
| 3Y | +55.0% | +774.3% | -719.3% | +4.7% |
| 5Y | +79.6% | +2,049.5% | -1,969.9% | +4.4% |
| 10Y | +241.8% | +5,821.5% | -5,579.7% | +63.5% |
| All | +747,809.2% | +12,471.5% | +735,337.7% | +293,146.4% |
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