+292.7%
MNST vs P
+485.4%
-192.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -0.7% |
| 7D | -6.5% | +6.5% | -13.0% | -7.1% |
| 30D | -7.2% | +18.8% | -26.1% | -9.1% |
| 3M | -1.0% | +26.7% | -27.8% | -4.1% |
| 6M | +11.5% | +62.2% | -50.7% | +4.7% |
| YTD | +14.3% | +48.5% | -34.2% | +7.8% |
| 1Y | +38.1% | +26.4% | +11.7% | +31.1% |
| 3Y | +55.0% | +159.4% | -104.4% | +27.4% |
| 5Y | +79.6% | +275.8% | -196.2% | +36.8% |
| 10Y | +241.8% | +732.0% | -490.2% | +135.0% |
| All | +292.7% | +485.4% | -192.6% | +174.1% |
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