+45.8%
MNST vs ICE
+21.0%
+24.8%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.3% | +1.0% | +3.1% |
| 7D | +6.8% | +12.2% | -5.4% | +6.0% |
| 30D | +12.0% | +15.0% | -2.9% | +11.2% |
| 3M | +3.5% | +17.6% | -14.1% | +3.0% |
| 6M | +29.7% | +12.6% | +17.1% | +28.4% |
| YTD | +27.2% | +9.1% | +18.1% | +25.2% |
| 1Y | +45.8% | +20.6% | +25.2% | +41.8% |
| All | +45.8% | +21.0% | +24.8% | +41.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 1y: compounded portfolio wealth divided by compounded ICE 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…
1y analysis · Full analysis span regression · 6 months rolling