+328.6%
MNST vs P
+449.6%
-121.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -16.4% | +14.5% | -0.4% |
| 7D | +3.2% | -31.9% | +35.1% | +6.6% |
| 30D | +10.6% | -36.5% | +47.1% | +14.7% |
| 3M | +1.3% | +11.6% | -10.3% | -1.2% |
| 6M | +26.2% | +25.2% | +1.0% | +20.7% |
| YTD | +24.8% | +39.4% | -14.7% | +17.2% |
| 1Y | +40.9% | -3.7% | +44.6% | +36.9% |
| 3Y | +72.2% | +167.3% | -95.1% | +39.2% |
| 5Y | +108.8% | +237.3% | -128.5% | +59.5% |
| 10Y | +324.4% | +698.6% | -374.2% | +190.7% |
| All | +328.6% | +449.6% | -121.0% | +198.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling