+199.1%
MNST vs LBRT
-26.4%
+225.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -13.7% | +11.8% | -1.1% |
| 7D | +3.2% | -34.8% | +38.0% | +5.5% |
| 30D | +10.6% | -43.6% | +54.2% | +13.9% |
| 3M | +1.3% | -41.2% | +42.5% | +3.8% |
| 6M | +26.2% | -66.1% | +92.3% | +33.3% |
| YTD | +24.8% | -37.9% | +62.6% | +26.4% |
| 1Y | +40.9% | -33.9% | +74.8% | +42.0% |
| 3Y | +72.2% | -40.9% | +113.0% | +71.2% |
| 5Y | +108.8% | +2.1% | +106.7% | +94.5% |
| All | +199.1% | -26.4% | +225.5% | +148.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LBRT.
Daily Out/Under-Performance
Portfolio return minus LBRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LBRT 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 LBRT 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