+54.7%
MNST vs OMC
+14.6%
+40.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +1.9% | -0.2% |
| 7D | -6.5% | -6.4% | -0.1% | -5.6% |
| 30D | -7.2% | +1.1% | -8.3% | -7.4% |
| 3M | -1.0% | +10.4% | -11.4% | -2.5% |
| 6M | +11.5% | -1.7% | +13.2% | +11.4% |
| YTD | +14.3% | +4.4% | +9.9% | +13.5% |
| 1Y | +38.1% | +8.4% | +29.7% | +35.7% |
| All | +54.7% | +14.6% | +40.1% | +45.3% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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