+54.7%
MNST vs NOC
+27.2%
+27.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +1.9% | -0.4% |
| 7D | -6.5% | -5.2% | -1.3% | -6.2% |
| 30D | -7.2% | -7.2% | 0.0% | -6.8% |
| 3M | -1.0% | -5.1% | +4.1% | -0.7% |
| 6M | +11.5% | -31.1% | +42.6% | +14.4% |
| YTD | +14.3% | -8.6% | +22.9% | +14.0% |
| 1Y | +38.1% | -9.7% | +47.8% | +37.9% |
| All | +54.7% | +27.2% | +27.5% | +49.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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