+62.9%
MNST vs ICE
+65.6%
-2.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.0% | -3.4% | -4.2% |
| 7D | -3.4% | +2.0% | -5.4% | -3.7% |
| 30D | +6.6% | +12.9% | -6.3% | +4.4% |
| 3M | -2.9% | +15.4% | -18.3% | -5.2% |
| 6M | +18.4% | +13.1% | +5.4% | +16.1% |
| YTD | +19.3% | +7.5% | +11.8% | +17.1% |
| 1Y | +37.9% | +18.3% | +19.6% | +31.5% |
| 3Y | +62.9% | +65.9% | -3.0% | +36.1% |
| All | +62.9% | +65.6% | -2.7% | +36.1% |
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 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