+1,402,050.5%
MNST vs HIG
+974.1%
+1,401,076.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.3% |
| 7D | -5.0% | -0.5% | -4.5% | -4.9% |
| 30D | +4.6% | +4.5% | +0.1% | +3.9% |
| 3M | +1.0% | -5.5% | +6.5% | +1.8% |
| 6M | +5.8% | +3.1% | +2.7% | +5.2% |
| YTD | +19.1% | -0.8% | +19.9% | +19.0% |
| 1Y | +30.9% | +6.1% | +24.8% | +29.5% |
| 3Y | +65.7% | +94.1% | -28.4% | +49.7% |
| 5Y | +99.0% | +106.4% | -7.5% | +77.7% |
| 10Y | +313.1% | +265.1% | +48.0% | +232.4% |
| All | +1,402,050.5% | +974.1% | +1,401,076.4% | +1,332,636.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling