+65.7%
MNST vs REPL
+91.4%
-25.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.0% | -3.1% | -0.2% |
| 7D | -5.0% | +14.2% | -19.2% | -5.0% |
| 30D | +4.6% | +65.9% | -61.3% | +4.3% |
| 3M | +1.0% | +84.6% | -83.6% | +0.7% |
| 6M | +5.8% | +446.9% | -441.1% | +4.2% |
| YTD | +19.1% | +129.0% | -110.0% | +17.1% |
| 1Y | +30.9% | +167.9% | -137.0% | +28.7% |
| 3Y | +65.7% | +93.9% | -28.2% | +58.0% |
| All | +65.7% | +91.4% | -25.7% | +58.0% |
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