+99.8%
MNST vs ICE
+40.5%
+59.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.4% | +1.6% | +1.8% |
| 7D | +1.6% | +3.6% | -2.0% | +0.5% |
| 30D | +5.1% | +15.1% | -10.0% | +0.5% |
| 3M | -0.5% | +15.4% | -15.8% | -4.9% |
| 6M | +8.1% | +16.1% | -8.0% | +3.1% |
| YTD | +21.2% | +11.4% | +9.8% | +16.0% |
| 1Y | +30.7% | +18.5% | +12.3% | +22.0% |
| 3Y | +67.3% | +70.5% | -3.2% | +30.9% |
| All | +99.8% | +40.5% | +59.3% | +74.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling