+2,356.0%
MNST vs LYB
+622.7%
+1,733.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | -0.2% |
| 7D | -6.5% | -0.2% | -6.3% | -6.5% |
| 30D | -7.2% | +8.7% | -15.9% | -8.9% |
| 3M | -1.0% | -3.0% | +2.0% | -0.8% |
| 6M | +11.5% | +4.7% | +6.8% | +8.4% |
| YTD | +14.3% | +51.6% | -37.3% | +1.5% |
| 1Y | +38.1% | +24.4% | +13.8% | +27.7% |
| 3Y | +55.0% | -23.5% | +78.4% | +57.6% |
| 5Y | +79.6% | -6.5% | +86.1% | +71.0% |
| 10Y | +241.8% | +40.5% | +201.3% | +168.7% |
| All | +2,356.0% | +622.7% | +1,733.4% | +939.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LYB.
Daily Out/Under-Performance
Portfolio return minus LYB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYB 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 LYB 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