+70.4%
MNST vs P
+166.1%
-95.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -16.4% | +14.5% | -2.1% |
| 7D | +3.2% | -31.9% | +35.1% | +2.8% |
| 30D | +10.6% | -36.5% | +47.1% | +10.1% |
| 3M | +1.3% | +11.6% | -10.3% | +0.9% |
| 6M | +26.2% | +25.2% | +1.0% | +25.8% |
| YTD | +24.8% | +39.4% | -14.7% | +24.2% |
| 1Y | +40.9% | -3.7% | +44.6% | +40.8% |
| All | +70.4% | +166.1% | -95.7% | +62.9% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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