+71.8%
MNST vs NVDL
+2,657.6%
-2,585.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.0% | +2.5% | -1.5% |
| 7D | -4.1% | +7.3% | -11.4% | -4.1% |
| 30D | -4.5% | -0.7% | -3.8% | -4.5% |
| 3M | -2.5% | +9.5% | -11.9% | -2.5% |
| 6M | +14.1% | +41.6% | -27.5% | +13.9% |
| YTD | +12.6% | +23.3% | -10.8% | +12.4% |
| 1Y | +36.9% | +40.3% | -3.3% | +36.4% |
| 3Y | +53.1% | +692.2% | -639.1% | +41.3% |
| All | +71.8% | +2,657.6% | -2,585.7% | +49.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling