+54.7%
MNST vs RUN
-38.9%
+93.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.1% | -0.6% |
| 7D | -6.5% | +1.3% | -7.7% | -6.5% |
| 30D | -7.2% | -15.3% | +8.0% | -6.9% |
| 3M | -1.0% | -40.0% | +39.0% | +0.2% |
| 6M | +11.5% | -27.0% | +38.4% | +12.1% |
| YTD | +14.3% | -51.7% | +66.0% | +15.7% |
| 1Y | +38.1% | -45.9% | +84.0% | +38.9% |
| All | +54.7% | -38.9% | +93.6% | +48.6% |
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