+29.3%
MNST vs LOW
-0.8%
+30.1%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.2% | +0.8% |
| 7D | -4.7% | +0.1% | -4.8% | -4.8% |
| 30D | +5.2% | +21.3% | -16.1% | +0.5% |
| 3M | -0.9% | +6.0% | -6.9% | -2.6% |
| 6M | +6.1% | +2.6% | +3.6% | +4.5% |
| YTD | +18.9% | -3.6% | +22.5% | +19.2% |
| 1Y | +29.3% | -1.0% | +30.3% | +29.6% |
| All | +29.3% | -0.8% | +30.1% | +29.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LOW.
Daily Out/Under-Performance
Portfolio return minus LOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LOW 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 1y: compounded portfolio wealth divided by compounded LOW 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…
1y analysis · Full analysis span regression · 6 months rolling