+571,079.0%
MNST vs MTB
+7,695.2%
+563,383.7%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.3% | -2.5% | -0.8% |
| 7D | -5.0% | -0.8% | -4.2% | -4.8% |
| 30D | +4.6% | +2.4% | +2.2% | +3.9% |
| 3M | +1.0% | -10.5% | +11.5% | +3.9% |
| 6M | +5.8% | +6.4% | -0.6% | +3.9% |
| YTD | +19.1% | +12.8% | +6.2% | +14.9% |
| 1Y | +30.9% | +23.3% | +7.6% | +23.4% |
| 3Y | +65.7% | +108.2% | -42.5% | +33.3% |
| 5Y | +99.0% | +68.6% | +30.4% | +65.2% |
| 10Y | +313.1% | +125.3% | +187.8% | +195.1% |
| All | +571,079.0% | +7,695.2% | +563,383.7% | +166,077.3% |
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