+45.8%
MNST vs NVDL
-23.5%
+69.3%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -6.1% | +9.4% | +3.1% |
| 7D | +6.8% | -14.0% | +20.8% | +6.3% |
| 30D | +12.0% | -31.2% | +43.2% | +10.9% |
| 3M | +3.5% | -15.5% | +19.0% | +3.0% |
| 6M | +29.7% | -10.3% | +39.9% | +28.7% |
| YTD | +27.2% | -5.8% | +33.0% | +25.3% |
| 1Y | +45.8% | -20.1% | +65.9% | +42.7% |
| All | +45.8% | -23.5% | +69.3% | +42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDL.
Daily Out/Under-Performance
Portfolio return minus NVDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDL 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 1y: compounded portfolio wealth divided by compounded NVDL 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…
1y analysis · Full analysis span regression · 6 months rolling