+62.9%
MNST vs RUN
-8.7%
+71.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.1% | -5.5% | -4.4% |
| 7D | -3.4% | +33.4% | -36.8% | -4.0% |
| 30D | +6.6% | +31.1% | -24.5% | +6.0% |
| 3M | -2.9% | +6.4% | -9.3% | -3.1% |
| 6M | +18.4% | -22.2% | +40.7% | +18.9% |
| YTD | +19.3% | -45.8% | +65.0% | +20.1% |
| 1Y | +37.9% | -51.1% | +89.0% | +39.0% |
| 3Y | +62.9% | -3.0% | +65.9% | +55.6% |
| All | +62.9% | -8.7% | +71.6% | +55.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 3y: compounded portfolio wealth divided by compounded RUN 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…
3y analysis · Full analysis span regression · 6 months rolling