+539,917.0%
MNST vs TEVA
+6,974.4%
+532,942.5%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.6% | -1.7% |
| 7D | -4.1% | +1.6% | -5.7% | -4.3% |
| 30D | -4.5% | +4.0% | -8.5% | -4.9% |
| 3M | -2.5% | +10.5% | -13.0% | -3.7% |
| 6M | +14.1% | +18.4% | -4.3% | +11.6% |
| YTD | +12.6% | +17.8% | -5.2% | +10.0% |
| 1Y | +36.9% | +90.5% | -53.5% | +26.3% |
| 3Y | +53.1% | +282.1% | -229.0% | +27.8% |
| 5Y | +78.2% | +291.9% | -213.7% | +45.2% |
| 10Y | +240.4% | -24.9% | +265.3% | +212.5% |
| All | +539,917.0% | +6,974.4% | +532,942.5% | +416,809.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA 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 TEVA 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