+548,301.9%
MNST vs NOC
+16,458.4%
+531,843.5%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +1.9% | -0.1% |
| 7D | -6.5% | -5.2% | -1.3% | -5.5% |
| 30D | -7.2% | -7.2% | 0.0% | -5.9% |
| 3M | -1.0% | -5.1% | +4.1% | -0.2% |
| 6M | +11.5% | -31.1% | +42.6% | +19.1% |
| YTD | +14.3% | -8.6% | +22.9% | +15.3% |
| 1Y | +38.1% | -9.7% | +47.8% | +39.6% |
| 3Y | +55.0% | +24.3% | +30.7% | +45.5% |
| 5Y | +79.6% | +52.6% | +27.0% | +59.8% |
| 10Y | +241.8% | +183.6% | +58.2% | +169.2% |
| All | +548,301.9% | +16,458.4% | +531,843.5% | +274,540.5% |
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