+336,433.3%
MNST vs MAR
+2,498.9%
+333,934.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | -6.5% | -4.2% | -2.3% | -5.3% |
| 30D | -7.2% | -6.7% | -0.5% | -5.4% |
| 3M | -1.0% | -12.5% | +11.5% | +2.7% |
| 6M | +11.5% | +0.6% | +10.9% | +11.0% |
| YTD | +14.3% | +9.1% | +5.2% | +10.9% |
| 1Y | +38.1% | +26.2% | +11.9% | +28.2% |
| 3Y | +55.0% | +68.2% | -13.2% | +30.1% |
| 5Y | +79.6% | +163.9% | -84.3% | +29.8% |
| 10Y | +241.8% | +420.6% | -178.8% | +86.7% |
| All | +336,433.3% | +2,498.9% | +333,934.3% | +102,237.6% |
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