+67.3%
MNST vs NRG
+123.8%
-56.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.0% | +2.9% | +1.9% |
| 7D | +1.6% | +10.0% | -8.4% | +1.8% |
| 30D | +5.1% | -3.2% | +8.3% | +5.2% |
| 3M | -0.5% | -18.5% | +18.0% | -0.4% |
| 6M | +8.1% | -25.3% | +33.4% | +8.1% |
| YTD | +21.2% | -38.1% | +59.3% | +21.4% |
| 1Y | +30.7% | -40.7% | +71.4% | +31.0% |
| 3Y | +67.3% | +121.8% | -54.5% | +60.1% |
| All | +67.3% | +123.8% | -56.5% | +60.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 NRG 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