+548,301.9%
MNST vs MTB
+8,294.1%
+540,007.8%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -6.5% | +1.7% | -8.2% | -6.9% |
| 30D | -7.2% | -4.2% | -3.0% | -6.2% |
| 3M | -1.0% | +8.9% | -9.9% | -3.2% |
| 6M | +11.5% | +10.9% | +0.6% | +8.4% |
| YTD | +14.3% | +21.5% | -7.2% | +8.3% |
| 1Y | +38.1% | +21.9% | +16.2% | +30.5% |
| 3Y | +55.0% | +109.2% | -54.3% | +24.4% |
| 5Y | +79.6% | +102.0% | -22.3% | +41.8% |
| 10Y | +241.8% | +171.9% | +69.9% | +131.8% |
| All | +548,301.9% | +8,294.1% | +540,007.8% | +156,508.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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