+97.2%
MNST vs REPL
-29.4%
+126.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.6% | -5.2% | -0.7% |
| 7D | -3.9% | +12.7% | -16.6% | -4.1% |
| 30D | +3.9% | +73.5% | -69.6% | +3.1% |
| 3M | -0.8% | +70.3% | -71.1% | -1.6% |
| 6M | +5.1% | +472.0% | -466.9% | +1.2% |
| YTD | +18.3% | +139.5% | -121.2% | +14.2% |
| 1Y | +29.5% | +167.3% | -137.8% | +24.8% |
| 3Y | +64.0% | +109.5% | -45.5% | +47.9% |
| 5Y | +97.2% | -29.9% | +127.1% | +92.6% |
| All | +97.2% | -29.4% | +126.6% | +92.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling