+826,065.5%
MNST vs KMX
+368.0%
+825,697.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.1% | -2.3% | -4.1% |
| 7D | -3.4% | -7.4% | +4.0% | -2.3% |
| 30D | +6.6% | -3.4% | +10.0% | +7.1% |
| 3M | -2.9% | -11.3% | +8.4% | -1.4% |
| 6M | +18.4% | +30.6% | -12.1% | +13.2% |
| YTD | +19.3% | +33.2% | -14.0% | +12.8% |
| 1Y | +37.9% | +66.7% | -28.8% | +26.0% |
| 3Y | +62.9% | -22.1% | +84.9% | +62.0% |
| 5Y | +99.6% | -66.7% | +166.3% | +119.5% |
| 10Y | +305.7% | +1.9% | +303.8% | +268.7% |
| All | +826,065.5% | +368.0% | +825,697.5% | +334,822.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 KMX 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