+2,547.1%
MNST vs FN
+3,620.5%
-1,073.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.1% | -3.7% | -0.9% |
| 7D | -6.5% | -1.7% | -4.8% | -6.3% |
| 30D | -7.2% | -22.0% | +14.8% | -5.3% |
| 3M | -1.0% | -43.0% | +42.0% | +3.9% |
| 6M | +11.5% | -27.7% | +39.2% | +12.6% |
| YTD | +14.3% | -10.5% | +24.8% | +11.8% |
| 1Y | +38.1% | +12.5% | +25.6% | +30.2% |
| 3Y | +55.0% | +153.8% | -98.8% | +24.2% |
| 5Y | +79.6% | +288.0% | -208.4% | +31.7% |
| 10Y | +241.8% | +906.4% | -664.6% | +112.6% |
| All | +2,547.1% | +3,620.5% | -1,073.5% | +1,304.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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