+28.2%
MNST vs REPL
+145.6%
-117.4%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.4% |
| 7D | -4.7% | +9.8% | -14.5% | -4.8% |
| 30D | +5.2% | +81.5% | -76.3% | +4.9% |
| 3M | -0.9% | +44.2% | -45.1% | -1.1% |
| 6M | +6.1% | +437.4% | -431.3% | +3.7% |
| YTD | +18.9% | +126.1% | -107.3% | +13.9% |
| All | +28.2% | +145.6% | -117.4% | +23.3% |
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