+548,301.9%
MNST vs MTZ
+3,062.5%
+545,239.4%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.1% | -2.7% | -0.7% |
| 7D | -6.5% | -1.6% | -4.9% | -6.4% |
| 30D | -7.2% | -11.1% | +3.9% | -6.5% |
| 3M | -1.0% | -36.7% | +35.7% | +1.8% |
| 6M | +11.5% | -21.9% | +33.4% | +12.7% |
| YTD | +14.3% | +9.1% | +5.2% | +12.5% |
| 1Y | +38.1% | +30.0% | +8.2% | +33.9% |
| 3Y | +55.0% | +138.5% | -83.5% | +41.2% |
| 5Y | +79.6% | +158.3% | -78.7% | +61.3% |
| 10Y | +241.8% | +700.8% | -459.0% | +176.4% |
| All | +548,301.9% | +3,062.5% | +545,239.4% | +571,383.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling