+54.7%
MNST vs FLR
+56.7%
-2.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | -0.7% |
| 7D | -6.5% | +5.4% | -11.9% | -6.2% |
| 30D | -7.2% | +11.4% | -18.6% | -6.6% |
| 3M | -1.0% | +11.4% | -12.4% | -0.3% |
| 6M | +11.5% | +16.6% | -5.1% | +12.3% |
| YTD | +14.3% | +41.7% | -27.4% | +15.1% |
| 1Y | +38.1% | +35.4% | +2.7% | +39.0% |
| All | +54.7% | +56.7% | -2.0% | +42.7% |
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