+97.2%
MNST vs HCA
+114.7%
-17.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.6% |
| 7D | -3.9% | +9.0% | -12.9% | -5.7% |
| 30D | +3.9% | +11.8% | -7.9% | +1.4% |
| 3M | -0.8% | +22.1% | -22.9% | -5.0% |
| 6M | +5.1% | +16.4% | -11.3% | +1.3% |
| YTD | +18.3% | +8.6% | +9.7% | +15.2% |
| 1Y | +29.5% | +10.6% | +18.9% | +25.4% |
| 3Y | +64.0% | +121.7% | -57.6% | +31.2% |
| 5Y | +97.2% | +114.5% | -17.3% | +52.0% |
| All | +97.2% | +114.7% | -17.5% | +52.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HCA.
Daily Out/Under-Performance
Portfolio return minus HCA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HCA 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 HCA 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