+62.9%
MNST vs MDB
-9.9%
+72.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.7% | -7.1% | -4.4% |
| 7D | -3.4% | -11.4% | +7.9% | -3.3% |
| 30D | +6.6% | -13.8% | +20.5% | +6.7% |
| 3M | -2.9% | -15.5% | +12.6% | -2.8% |
| 6M | +18.4% | +17.9% | +0.5% | +18.2% |
| YTD | +19.3% | -25.5% | +44.7% | +19.3% |
| 1Y | +37.9% | -12.1% | +50.0% | +37.9% |
| 3Y | +62.9% | -5.9% | +68.8% | +61.2% |
| All | +62.9% | -9.9% | +72.8% | +61.2% |
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 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