+54.7%
MNST vs ICE
+47.5%
+7.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.4% | -0.2% |
| 7D | -6.5% | -0.7% | -5.8% | -6.4% |
| 30D | -7.2% | +7.6% | -14.8% | -8.4% |
| 3M | -1.0% | +13.9% | -15.0% | -3.1% |
| 6M | +11.5% | -2.4% | +13.8% | +12.2% |
| YTD | +14.3% | +0.3% | +14.0% | +13.6% |
| 1Y | +38.1% | -6.4% | +44.5% | +40.2% |
| All | +54.7% | +47.5% | +7.2% | +31.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling