+1,765.7%
MNST vs HCA
+1,648.5%
+117.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.4% |
| 7D | -6.5% | -3.1% | -3.4% | -5.8% |
| 30D | -7.2% | -1.1% | -6.1% | -7.0% |
| 3M | -1.0% | +12.2% | -13.2% | -3.8% |
| 6M | +11.5% | -25.3% | +36.8% | +18.4% |
| YTD | +14.3% | -12.9% | +27.3% | +17.0% |
| 1Y | +38.1% | -0.9% | +39.1% | +36.9% |
| 3Y | +55.0% | +47.6% | +7.4% | +38.2% |
| 5Y | +79.6% | +67.0% | +12.7% | +52.8% |
| 10Y | +241.8% | +471.4% | -229.7% | +114.2% |
| All | +1,765.7% | +1,648.5% | +117.1% | +767.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling