+62.9%
MNST vs REPL
+48.4%
+14.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +8.0% | -12.4% | -4.4% |
| 7D | -3.4% | +22.8% | -26.2% | -3.5% |
| 30D | +6.6% | +63.8% | -57.2% | +6.3% |
| 3M | -2.9% | +68.1% | -71.0% | -3.2% |
| 6M | +18.4% | +528.5% | -510.0% | +16.4% |
| YTD | +19.3% | +122.4% | -103.2% | +17.3% |
| 1Y | +37.9% | +154.4% | -116.5% | +35.6% |
| 3Y | +62.9% | +68.0% | -5.1% | +55.8% |
| All | +62.9% | +48.4% | +14.5% | +55.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling