+62.9%
MNST vs OMC
+23.9%
+39.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.8% | -3.6% | -4.3% |
| 7D | -3.4% | +6.3% | -9.7% | -4.3% |
| 30D | +6.6% | +15.4% | -8.7% | +4.3% |
| 3M | -2.9% | +5.8% | -8.6% | -3.8% |
| 6M | +18.4% | +14.7% | +3.8% | +16.0% |
| YTD | +19.3% | +10.3% | +9.0% | +17.5% |
| 1Y | +37.9% | +23.2% | +14.7% | +32.7% |
| 3Y | +62.9% | +24.6% | +38.3% | +53.4% |
| All | +62.9% | +23.9% | +39.0% | +53.4% |
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