+26.3%
MNST vs ICE
+21.8%
+4.5%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.4% | -2.3% | 0.0% |
| 7D | -6.9% | +3.2% | -10.1% | -7.1% |
| 30D | +3.7% | +14.7% | -11.0% | +2.9% |
| 3M | -0.3% | +19.8% | -20.1% | -0.9% |
| 6M | +5.1% | +15.2% | -10.2% | +3.7% |
| YTD | +18.4% | +12.7% | +5.8% | +16.4% |
| 1Y | +26.3% | +20.4% | +5.9% | +25.1% |
| All | +26.3% | +21.8% | +4.5% | +25.1% |
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