+65.9%
MNST vs MULL
+1,230.7%
-1,164.8%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -5.2% | +7.1% | +2.1% |
| 7D | +1.6% | +24.5% | -22.9% | +1.1% |
| 30D | +5.1% | -35.5% | +40.6% | +5.6% |
| 3M | -0.5% | -44.8% | +44.3% | +0.1% |
| 6M | +8.1% | -45.5% | +53.6% | +6.3% |
| YTD | +21.2% | +232.5% | -211.3% | +11.2% |
| 1Y | +30.7% | +343.3% | -312.5% | +18.6% |
| All | +65.9% | +1,230.7% | -1,164.8% | +37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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