+64.1%
MNST vs NXT
+171.4%
-107.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.9% | +7.3% | +0.5% |
| 7D | -4.7% | -6.0% | +1.3% | -4.6% |
| 30D | +5.2% | +5.4% | -0.2% | +5.0% |
| 3M | -0.9% | -9.7% | +8.8% | -0.7% |
| 6M | +6.1% | -25.3% | +31.5% | +6.6% |
| YTD | +18.9% | +7.5% | +11.4% | +18.2% |
| 1Y | +29.3% | -3.0% | +32.3% | +28.8% |
| All | +64.1% | +171.4% | -107.3% | +52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 NXT 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