+101.3%
MNST vs MAR
+155.0%
-53.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.2% | -4.2% | -4.4% |
| 7D | -3.4% | +4.3% | -7.7% | -4.5% |
| 30D | +6.6% | +16.8% | -10.2% | +2.3% |
| 3M | -2.9% | +16.0% | -18.9% | -6.7% |
| 6M | +18.4% | +16.5% | +2.0% | +13.4% |
| YTD | +19.3% | +35.0% | -15.8% | +9.5% |
| 1Y | +37.9% | +49.4% | -11.5% | +23.1% |
| 3Y | +62.9% | +124.1% | -61.2% | +25.1% |
| All | +101.3% | +155.0% | -53.7% | +44.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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