+571,079.0%
MNST vs LOW
+40,369.0%
+530,710.0%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.4% | -3.5% | -1.1% |
| 7D | -5.0% | +6.4% | -11.4% | -6.5% |
| 30D | +4.6% | +25.6% | -21.0% | -1.6% |
| 3M | +1.0% | +4.6% | -3.6% | -0.3% |
| 6M | +5.8% | +2.5% | +3.2% | +4.7% |
| YTD | +19.1% | -1.6% | +20.7% | +18.7% |
| 1Y | +30.9% | +1.7% | +29.2% | +29.2% |
| 3Y | +65.7% | +29.4% | +36.3% | +51.5% |
| 5Y | +99.0% | +9.6% | +89.3% | +88.3% |
| 10Y | +313.1% | +313.3% | -0.3% | +169.5% |
| All | +571,079.0% | +40,369.0% | +530,710.0% | +48,114.5% |
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