+548,301.9%
MNST vs RF
+1,537.4%
+546,764.5%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -6.5% | +1.3% | -7.8% | -6.7% |
| 30D | -7.2% | -3.6% | -3.6% | -6.6% |
| 3M | -1.0% | +8.1% | -9.1% | -2.4% |
| 6M | +11.5% | +11.5% | 0.0% | +9.3% |
| YTD | +14.3% | +15.6% | -1.3% | +11.1% |
| 1Y | +38.1% | +15.7% | +22.4% | +34.0% |
| 3Y | +55.0% | +86.9% | -31.9% | +36.1% |
| 5Y | +79.6% | +89.8% | -10.2% | +55.1% |
| 10Y | +241.8% | +344.7% | -102.9% | +142.0% |
| All | +548,301.9% | +1,537.4% | +546,764.5% | +627,971.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling