+242,061.0%
MNST vs FLR
+482.5%
+241,578.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +3.3% | -7.7% | -4.9% |
| 7D | -3.4% | -0.8% | -2.6% | -3.4% |
| 30D | +6.6% | -9.1% | +15.7% | +7.9% |
| 3M | -2.9% | -4.7% | +1.8% | -3.0% |
| 6M | +18.4% | -14.2% | +32.7% | +19.0% |
| YTD | +19.3% | +17.3% | +2.0% | +13.6% |
| 1Y | +37.9% | +4.3% | +33.6% | +33.6% |
| 3Y | +62.9% | +30.7% | +32.1% | +45.5% |
| 5Y | +99.6% | +101.3% | -1.7% | +60.7% |
| 10Y | +305.7% | +12.4% | +293.3% | +216.2% |
| All | +242,061.0% | +482.5% | +241,578.5% | +225,826.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling