+56.6%
MNST vs MDB
-5.3%
+61.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.1% | +3.5% | -0.5% |
| 7D | -6.5% | -17.4% | +11.0% | -6.3% |
| 30D | -7.2% | -2.0% | -5.2% | -7.2% |
| 3M | -1.0% | -3.0% | +2.0% | -1.0% |
| 6M | +11.5% | +48.7% | -37.2% | +10.8% |
| YTD | +14.3% | -12.1% | +26.4% | +14.3% |
| 1Y | +38.1% | +14.5% | +23.6% | +37.5% |
| All | +56.6% | -5.3% | +61.9% | +55.4% |
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