+64.0%
MNST vs MDB
-9.5%
+73.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +4.0% |
| 3M | -0.8% | -20.3% | +19.5% | -0.7% |
| 6M | +5.1% | +10.9% | -5.8% | +4.9% |
| YTD | +18.3% | -20.9% | +39.2% | +18.3% |
| 1Y | +29.5% | -11.2% | +40.7% | +29.5% |
| 3Y | +64.0% | -11.9% | +76.0% | +62.5% |
| All | +64.0% | -9.5% | +73.5% | +62.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling