+658.1%
MNST vs JD
+48.3%
+609.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.5% | -0.8% |
| 7D | -6.5% | -1.7% | -4.8% | -6.3% |
| 30D | -7.2% | -13.2% | +5.9% | -5.8% |
| 3M | -1.0% | -3.2% | +2.2% | -0.8% |
| 6M | +11.5% | +15.2% | -3.7% | +9.2% |
| YTD | +14.3% | +2.0% | +12.3% | +13.5% |
| 1Y | +38.1% | -5.4% | +43.5% | +38.1% |
| 3Y | +55.0% | -9.1% | +64.1% | +51.1% |
| 5Y | +79.6% | -59.6% | +139.2% | +86.9% |
| 10Y | +241.8% | +26.2% | +215.5% | +195.3% |
| All | +658.1% | +48.3% | +609.8% | +585.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling