+548,301.9%
MNST vs LOW
+35,323.5%
+512,978.4%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -0.9% |
| 7D | -6.5% | -1.7% | -4.8% | -6.1% |
| 30D | -7.2% | -7.0% | -0.2% | -5.5% |
| 3M | -1.0% | -0.9% | -0.1% | -1.0% |
| 6M | +11.5% | -20.1% | +31.6% | +17.8% |
| YTD | +14.3% | -13.9% | +28.2% | +18.2% |
| 1Y | +38.1% | -21.1% | +59.3% | +45.8% |
| 3Y | +55.0% | -6.6% | +61.6% | +54.6% |
| 5Y | +79.6% | +9.4% | +70.3% | +70.3% |
| 10Y | +241.8% | +220.5% | +21.3% | +138.1% |
| All | +548,301.9% | +35,323.5% | +512,978.4% | +47,900.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling