+572,080.2%
MNST vs NOC
+16,780.9%
+555,299.3%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | 0.0% | -4.4% | -4.4% |
| 7D | -3.4% | -5.8% | +2.4% | -2.4% |
| 30D | +6.6% | +10.9% | -4.3% | +4.5% |
| 3M | -2.9% | -7.1% | +4.2% | -1.7% |
| 6M | +18.4% | -5.3% | +23.8% | +19.2% |
| YTD | +19.3% | -6.8% | +26.1% | +19.7% |
| 1Y | +37.9% | -6.7% | +44.6% | +38.4% |
| 3Y | +62.9% | +17.2% | +45.7% | +54.9% |
| 5Y | +99.6% | +56.3% | +43.3% | +76.8% |
| 10Y | +305.7% | +173.7% | +132.0% | +221.0% |
| All | +572,080.2% | +16,780.9% | +555,299.3% | +285,041.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling