+6,180.9%
MNST vs ICE
+2,506.4%
+3,674.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.0% | -3.4% | -4.1% |
| 7D | -3.4% | +2.0% | -5.4% | -4.0% |
| 30D | +6.6% | +12.9% | -6.3% | +2.5% |
| 3M | -2.9% | +15.4% | -18.3% | -7.3% |
| 6M | +18.4% | +13.1% | +5.4% | +13.4% |
| YTD | +19.3% | +7.5% | +11.8% | +15.2% |
| 1Y | +37.9% | +18.3% | +19.6% | +29.1% |
| 3Y | +62.9% | +65.9% | -3.0% | +35.5% |
| 5Y | +99.6% | +35.2% | +64.4% | +76.0% |
| 10Y | +305.7% | +266.7% | +39.0% | +159.1% |
| All | +6,180.9% | +2,506.4% | +3,674.5% | +1,922.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling