+208.9%
MNST vs USHY
+50.7%
+158.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -6.5% | -0.1% | -6.4% | -6.3% |
| 30D | -7.2% | +0.1% | -7.3% | -7.3% |
| 3M | -1.0% | +0.8% | -1.8% | -2.2% |
| 6M | +11.5% | +1.7% | +9.8% | +8.9% |
| YTD | +14.3% | +2.5% | +11.8% | +10.4% |
| 1Y | +38.1% | +4.4% | +33.7% | +29.8% |
| 3Y | +55.0% | +27.4% | +27.6% | +8.6% |
| 5Y | +79.6% | +21.7% | +57.9% | +37.6% |
| All | +208.9% | +50.7% | +158.1% | +75.9% |
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