+84.2%
MNST vs MDB
-28.4%
+112.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.1% | +3.5% | -0.3% |
| 7D | -6.5% | -17.4% | +11.0% | -5.5% |
| 30D | -7.2% | -2.0% | -5.2% | -7.3% |
| 3M | -1.0% | -3.0% | +2.0% | -1.2% |
| 6M | +11.5% | +48.7% | -37.2% | +7.8% |
| YTD | +14.3% | -12.1% | +26.4% | +14.0% |
| 1Y | +38.1% | +14.5% | +23.6% | +34.8% |
| 3Y | +55.0% | -6.1% | +61.1% | +49.4% |
| All | +84.2% | -28.4% | +112.5% | +70.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling