+62.9%
MNST vs LEN
-18.1%
+81.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.1% | -1.3% | -3.9% |
| 7D | -3.4% | +2.1% | -5.5% | -3.7% |
| 30D | +6.6% | +16.6% | -9.9% | +4.3% |
| 3M | -2.9% | +5.3% | -8.2% | -3.8% |
| 6M | +18.4% | -0.8% | +19.2% | +18.0% |
| YTD | +19.3% | -11.7% | +31.0% | +20.3% |
| 1Y | +37.9% | -24.6% | +62.5% | +42.1% |
| 3Y | +62.9% | -18.7% | +81.6% | +67.0% |
| All | +62.9% | -18.1% | +81.0% | +67.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 3y: compounded portfolio wealth divided by compounded LEN 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…
3y analysis · Full analysis span regression · 6 months rolling