+598,486.6%
MNST vs MOD
+1,544.7%
+596,941.9%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -7.3% | +5.4% | -1.1% |
| 7D | +3.2% | -34.2% | +37.3% | +7.3% |
| 30D | +10.6% | -51.9% | +62.5% | +18.6% |
| 3M | +1.3% | -53.0% | +54.3% | +8.5% |
| 6M | +26.2% | -66.4% | +92.6% | +38.8% |
| YTD | +24.8% | -31.5% | +56.3% | +25.6% |
| 1Y | +40.9% | -39.6% | +80.5% | +43.1% |
| 3Y | +72.2% | +116.8% | -44.6% | +41.9% |
| 5Y | +108.8% | +713.8% | -605.0% | +41.1% |
| 10Y | +324.4% | +882.7% | -558.3% | +153.0% |
| All | +598,486.6% | +1,544.7% | +596,941.9% | +285,771.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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