+29.5%
MNST vs MDB
-8.6%
+38.1%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.1% | -0.7% |
| 7D | -3.9% | -1.0% | -2.9% | -3.9% |
| 30D | +3.9% | -14.0% | +17.9% | +3.9% |
| 3M | -0.8% | -20.3% | +19.5% | -0.7% |
| 6M | +5.1% | +10.9% | -5.8% | +5.3% |
| YTD | +18.3% | -20.9% | +39.2% | +17.8% |
| 1Y | +29.5% | -11.2% | +40.7% | +30.2% |
| All | +29.5% | -8.6% | +38.1% | +30.2% |
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