+64.0%
MNST vs MTZ
+277.9%
-213.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.3% | +3.7% | -0.7% |
| 7D | -3.9% | -8.7% | +4.8% | -3.8% |
| 30D | +3.9% | -15.0% | +18.9% | +4.0% |
| 3M | -0.8% | -32.6% | +31.8% | -0.6% |
| 6M | +5.1% | -56.3% | +61.4% | +6.1% |
| YTD | +18.3% | -16.8% | +35.1% | +17.7% |
| 1Y | +29.5% | -10.0% | +39.5% | +28.5% |
| 3Y | +64.0% | +267.1% | -203.1% | +56.3% |
| All | +64.0% | +277.9% | -213.9% | +56.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MTZ.
Daily Out/Under-Performance
Portfolio return minus MTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTZ 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 3y: compounded portfolio wealth divided by compounded MTZ 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…
3y analysis · Full analysis span regression · 6 months rolling