+101.3%
MNST vs FTV
+12.0%
+89.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.1% | -4.3% | -4.4% |
| 7D | -3.4% | +0.2% | -3.6% | -3.5% |
| 30D | +6.6% | +15.7% | -9.0% | +2.2% |
| 3M | -2.9% | +7.5% | -10.4% | -5.0% |
| 6M | +18.4% | +8.5% | +10.0% | +15.2% |
| YTD | +19.3% | +18.8% | +0.5% | +12.0% |
| 1Y | +37.9% | +28.5% | +9.4% | +25.9% |
| 3Y | +62.9% | +34.0% | +28.9% | +40.5% |
| All | +101.3% | +12.0% | +89.4% | +84.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 5y: compounded portfolio wealth divided by compounded FTV 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…
5y analysis · Full analysis span regression · 6 months rolling