+220.0%
MNST vs USHY
+48.7%
+171.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | -0.1% |
| 7D | -6.9% | -0.2% | -6.6% | -6.6% |
| 30D | +3.7% | +0.5% | +3.3% | +3.0% |
| 3M | -0.3% | -1.2% | +0.9% | +1.4% |
| 6M | +5.1% | -0.1% | +5.2% | +5.2% |
| YTD | +18.4% | +1.1% | +17.3% | +16.6% |
| 1Y | +26.3% | +2.0% | +24.3% | +22.8% |
| 3Y | +64.3% | +25.8% | +38.5% | +17.1% |
| 5Y | +96.8% | +20.4% | +76.4% | +53.1% |
| All | +220.0% | +48.7% | +171.3% | +85.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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