+96.8%
MNST vs LUV
+1.8%
+95.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | +0.1% |
| 7D | -6.9% | +0.1% | -7.0% | -6.9% |
| 30D | +3.7% | +14.0% | -10.3% | +1.9% |
| 3M | -0.3% | +2.6% | -2.9% | -0.8% |
| 6M | +5.1% | +17.3% | -12.2% | +2.5% |
| YTD | +18.4% | +14.0% | +4.5% | +15.4% |
| 1Y | +26.3% | +47.9% | -21.6% | +18.7% |
| 3Y | +64.3% | +114.0% | -49.7% | +37.8% |
| 5Y | +96.8% | +3.2% | +93.7% | +101.0% |
| All | +96.8% | +1.8% | +95.0% | +101.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LUV.
Daily Out/Under-Performance
Portfolio return minus LUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUV 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 LUV 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