+101.3%
MNST vs MP
-5.6%
+106.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +4.9% | -9.4% | -4.5% |
| 7D | -3.4% | -10.5% | +7.1% | -3.1% |
| 30D | +6.6% | -23.5% | +30.2% | +7.4% |
| 3M | -2.9% | -25.4% | +22.5% | -2.2% |
| 6M | +18.4% | -51.3% | +69.7% | +20.8% |
| YTD | +19.3% | -29.9% | +49.2% | +19.4% |
| 1Y | +37.9% | -31.8% | +69.7% | +38.0% |
| 3Y | +62.9% | +127.0% | -64.1% | +46.5% |
| All | +101.3% | -5.6% | +106.9% | +91.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 MP 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