+489,660.4%
MNST vs M
+425.5%
+489,234.9%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -5.9% | +4.0% | -1.0% |
| 7D | +3.2% | -2.1% | +5.3% | +3.5% |
| 30D | +10.6% | +7.7% | +2.9% | +9.2% |
| 3M | +1.3% | -4.4% | +5.6% | +1.7% |
| 6M | +26.2% | +27.5% | -1.3% | +20.6% |
| YTD | +24.8% | +12.8% | +12.0% | +21.1% |
| 1Y | +40.9% | +20.7% | +20.2% | +35.1% |
| 3Y | +72.2% | +111.3% | -39.1% | +44.0% |
| 5Y | +108.8% | -6.3% | +115.1% | +91.0% |
| 10Y | +324.4% | +1.5% | +323.0% | +230.4% |
| All | +489,660.4% | +425.5% | +489,234.9% | +262,429.1% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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