+70.4%
MNST vs NXT
+178.8%
-108.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.8% | -0.6% |
| 7D | -6.5% | -1.1% | -5.4% | -6.5% |
| 30D | -7.2% | -15.3% | +8.1% | -6.7% |
| 3M | -1.0% | -43.8% | +42.8% | +0.9% |
| 6M | +11.5% | -18.7% | +30.1% | +11.7% |
| YTD | +14.3% | -3.0% | +17.3% | +13.8% |
| 1Y | +38.1% | +22.7% | +15.4% | +35.9% |
| 3Y | +55.0% | +95.9% | -40.9% | +44.8% |
| All | +70.4% | +178.8% | -108.4% | +58.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling