+101.3%
MNST vs JD
-58.0%
+159.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.6% | -6.1% | -4.5% |
| 7D | -3.4% | +13.4% | -16.8% | -4.4% |
| 30D | +6.6% | +7.7% | -1.1% | +6.0% |
| 3M | -2.9% | -11.3% | +8.4% | -2.1% |
| 6M | +18.4% | -5.1% | +23.6% | +18.7% |
| YTD | +19.3% | +5.0% | +14.2% | +18.4% |
| 1Y | +37.9% | -5.6% | +43.5% | +38.0% |
| 3Y | +62.9% | +17.8% | +45.1% | +56.1% |
| All | +101.3% | -58.0% | +159.3% | +105.1% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 JD 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