+26.1%
MNST vs REPL
+164.5%
-138.4%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.6% | -5.2% | -0.7% |
| 7D | -3.9% | +12.7% | -16.6% | -4.0% |
| 30D | +3.9% | +73.5% | -69.6% | +3.6% |
| 3M | -0.8% | +70.3% | -71.1% | -1.1% |
| 6M | +5.1% | +472.0% | -466.9% | +2.6% |
| YTD | +18.3% | +139.5% | -121.2% | +13.3% |
| All | +26.1% | +164.5% | -138.4% | +21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 1y: compounded portfolio wealth divided by compounded REPL 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…
1y analysis · Full analysis span regression · 6 months rolling