+108.8%
MNST vs RF
+42.4%
+66.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.1% | +0.2% | -1.5% |
| 7D | +3.2% | -1.6% | +4.8% | +3.5% |
| 30D | +10.6% | +5.0% | +5.6% | +9.6% |
| 3M | +1.3% | -10.0% | +11.3% | +3.1% |
| 6M | +26.2% | +3.3% | +22.9% | +25.4% |
| YTD | +24.8% | +7.9% | +16.8% | +22.7% |
| 1Y | +40.9% | +21.2% | +19.7% | +35.6% |
| 3Y | +72.2% | +105.8% | -33.6% | +45.3% |
| 5Y | +108.8% | +43.7% | +65.1% | +93.0% |
| All | +108.8% | +42.4% | +66.4% | +93.0% |
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