+67.3%
MNST vs FLR
+35.7%
+31.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.1% | +3.0% | +1.9% |
| 7D | +1.6% | +5.4% | -3.8% | +2.0% |
| 30D | +5.1% | +2.8% | +2.2% | +5.4% |
| 3M | -0.5% | -6.4% | +5.9% | -0.7% |
| 6M | +8.1% | +8.8% | -0.6% | +8.9% |
| YTD | +21.2% | +23.6% | -2.4% | +22.1% |
| 1Y | +30.7% | +13.8% | +16.9% | +31.5% |
| 3Y | +67.3% | +36.5% | +30.8% | +62.5% |
| All | +67.3% | +35.7% | +31.6% | +62.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 3y: compounded portfolio wealth divided by compounded FLR 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…
3y analysis · Full analysis span regression · 6 months rolling