+448,599.6%
MNST vs M
+396.5%
+448,203.1%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.6% | -3.2% | -1.0% |
| 7D | -6.5% | +4.7% | -11.2% | -7.2% |
| 30D | -7.2% | -9.6% | +2.4% | -5.8% |
| 3M | -1.0% | +0.9% | -1.9% | -1.5% |
| 6M | +11.5% | +22.3% | -10.8% | +7.3% |
| YTD | +14.3% | +6.5% | +7.8% | +12.2% |
| 1Y | +38.1% | +38.8% | -0.6% | +29.4% |
| 3Y | +55.0% | +115.9% | -60.9% | +29.2% |
| 5Y | +79.6% | +28.6% | +51.0% | +54.8% |
| 10Y | +241.8% | -2.5% | +244.3% | +167.9% |
| All | +448,599.6% | +396.5% | +448,203.1% | +243,082.7% |
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