+79.7%
MNST vs NYT
+39.3%
+40.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -2.2% | -0.7% | -1.5% | -2.2% |
| 30D | -5.4% | +4.5% | -9.8% | -5.9% |
| 3M | -5.5% | -8.5% | +3.0% | -4.7% |
| 6M | +12.4% | -15.1% | +27.4% | +14.3% |
| YTD | +12.4% | -3.3% | +15.7% | +12.1% |
| 1Y | +37.2% | +17.0% | +20.2% | +32.8% |
| 3Y | +52.9% | +55.7% | -2.8% | +39.4% |
| 5Y | +79.7% | +38.9% | +40.8% | +56.3% |
| All | +79.7% | +39.3% | +40.4% | +56.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 5y: compounded portfolio wealth divided by compounded NYT 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…
5y analysis · Full analysis span regression · 6 months rolling