+99.0%
MNST vs HIG
+109.3%
-10.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.4% |
| 7D | -5.0% | -0.5% | -4.5% | -4.8% |
| 30D | +4.6% | +4.5% | +0.1% | +3.1% |
| 3M | +1.0% | -5.5% | +6.5% | +2.9% |
| 6M | +5.8% | +3.1% | +2.7% | +4.4% |
| YTD | +19.1% | -0.8% | +19.9% | +18.9% |
| 1Y | +30.9% | +6.1% | +24.8% | +27.5% |
| 3Y | +65.7% | +94.1% | -28.4% | +25.3% |
| 5Y | +99.0% | +106.4% | -7.5% | +45.1% |
| All | +99.0% | +109.3% | -10.3% | +45.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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