+84.2%
MNST vs REPL
-54.3%
+138.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.6% |
| 7D | -6.5% | -3.0% | -3.5% | -6.5% |
| 30D | -7.2% | +27.1% | -34.4% | -7.5% |
| 3M | -1.0% | +52.4% | -53.4% | -2.0% |
| 6M | +11.5% | +107.4% | -96.0% | +7.8% |
| YTD | +14.3% | +54.7% | -40.4% | +11.0% |
| 1Y | +38.1% | +158.9% | -120.7% | +31.7% |
| 3Y | +55.0% | -23.7% | +78.7% | +47.8% |
| All | +84.2% | -54.3% | +138.5% | +76.2% |
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