+179.5%
MNST vs NTR
+100.5%
+79.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.3% |
| 7D | -6.5% | +8.1% | -14.6% | -7.8% |
| 30D | -7.2% | +18.8% | -26.0% | -10.1% |
| 3M | -1.0% | +16.2% | -17.2% | -3.8% |
| 6M | +11.5% | +9.8% | +1.7% | +8.9% |
| YTD | +14.3% | +30.9% | -16.6% | +7.6% |
| 1Y | +38.1% | +41.8% | -3.6% | +27.6% |
| 3Y | +55.0% | +35.8% | +19.2% | +42.4% |
| 5Y | +79.6% | +51.0% | +28.6% | +48.5% |
| All | +179.5% | +100.5% | +79.0% | +95.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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