+29.5%
MNST vs ICE
+20.2%
+9.3%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -0.8% |
| 7D | -3.9% | +3.2% | -7.1% | -4.1% |
| 30D | +3.9% | +12.9% | -9.0% | +3.2% |
| 3M | -0.8% | +17.5% | -18.4% | -1.4% |
| 6M | +5.1% | +14.0% | -8.9% | +4.0% |
| YTD | +18.3% | +10.0% | +8.3% | +16.3% |
| 1Y | +29.5% | +19.5% | +9.9% | +27.1% |
| All | +29.5% | +20.2% | +9.3% | +27.1% |
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