+84.2%
MNST vs LOW
+9.5%
+74.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -1.0% |
| 7D | -6.5% | -1.7% | -4.8% | -6.0% |
| 30D | -7.2% | -7.0% | -0.2% | -5.2% |
| 3M | -1.0% | -0.9% | -0.1% | -1.0% |
| 6M | +11.5% | -20.1% | +31.6% | +18.8% |
| YTD | +14.3% | -13.9% | +28.2% | +18.6% |
| 1Y | +38.1% | -21.1% | +59.3% | +47.1% |
| 3Y | +55.0% | -6.6% | +61.6% | +52.9% |
| All | +84.2% | +9.5% | +74.7% | +77.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling