+51.8%
MNST vs NRG
+198.7%
-146.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.2% | +3.8% | +0.6% |
| 7D | -2.2% | -0.2% | -2.1% | -2.2% |
| 30D | -5.4% | -6.8% | +1.4% | -5.4% |
| 3M | -5.5% | -7.1% | +1.6% | -5.6% |
| 6M | +12.4% | -27.6% | +39.9% | +12.4% |
| YTD | +12.4% | -29.2% | +41.6% | +12.5% |
| 1Y | +37.2% | -29.9% | +67.1% | +37.2% |
| All | +51.8% | +198.7% | -146.9% | +52.9% |
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