+30.7%
MNST vs MDB
-7.1%
+37.9%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.6% | +3.6% | +2.0% |
| 7D | +1.6% | +6.8% | -5.2% | +1.6% |
| 30D | +5.1% | -6.2% | +11.3% | +5.0% |
| 3M | -0.5% | -29.2% | +28.8% | -0.4% |
| 6M | +8.1% | +10.3% | -2.2% | +8.3% |
| YTD | +21.2% | -20.4% | +41.6% | +20.7% |
| 1Y | +30.7% | -4.8% | +35.6% | +31.7% |
| All | +30.7% | -7.1% | +37.9% | +31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 1y: compounded portfolio wealth divided by compounded MDB 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…
1y analysis · Full analysis span regression · 6 months rolling