+213.1%
MNST vs MDB
+1,017.4%
-804.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.1% | +3.5% | -0.2% |
| 7D | -6.5% | -17.4% | +11.0% | -5.0% |
| 30D | -7.2% | -2.0% | -5.2% | -7.3% |
| 3M | -1.0% | -3.0% | +2.0% | -1.3% |
| 6M | +11.5% | +48.7% | -37.2% | +6.4% |
| YTD | +14.3% | -12.1% | +26.4% | +13.7% |
| 1Y | +38.1% | +14.5% | +23.6% | +33.5% |
| 3Y | +55.0% | -6.1% | +61.1% | +47.0% |
| 5Y | +79.6% | -27.3% | +107.0% | +64.9% |
| All | +213.1% | +1,017.4% | -804.3% | +107.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling