+351,025.1%
MNST vs MAR
+3,116.5%
+347,908.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.2% | -4.2% | -4.4% |
| 7D | -3.4% | +4.3% | -7.7% | -4.6% |
| 30D | +6.6% | +16.8% | -10.2% | +2.0% |
| 3M | -2.9% | +16.0% | -18.9% | -7.0% |
| 6M | +18.4% | +16.5% | +2.0% | +13.1% |
| YTD | +19.3% | +35.0% | -15.8% | +8.8% |
| 1Y | +37.9% | +49.4% | -11.5% | +22.1% |
| 3Y | +62.9% | +124.1% | -61.2% | +25.9% |
| 5Y | +99.6% | +159.2% | -59.6% | +45.2% |
| 10Y | +305.7% | +553.9% | -248.2% | +107.6% |
| All | +351,025.1% | +3,116.5% | +347,908.6% | +100,309.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling