+97.2%
MNST vs RF
+45.3%
+51.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.5% |
| 7D | -3.9% | +0.3% | -4.2% | -4.0% |
| 30D | +3.9% | +6.2% | -2.3% | +2.8% |
| 3M | -0.8% | -7.8% | +7.0% | +0.6% |
| 6M | +5.1% | +5.9% | -0.8% | +4.0% |
| YTD | +18.3% | +9.0% | +9.2% | +16.1% |
| 1Y | +29.5% | +19.3% | +10.2% | +25.0% |
| 3Y | +64.0% | +116.4% | -52.4% | +36.8% |
| 5Y | +97.2% | +46.0% | +51.1% | +82.2% |
| All | +97.2% | +45.3% | +51.9% | +82.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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