+56.6%
MNST vs Z
-33.7%
+90.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | -0.5% |
| 7D | -6.5% | -3.0% | -3.5% | -6.4% |
| 30D | -7.2% | -4.2% | -3.0% | -7.1% |
| 3M | -1.0% | -3.7% | +2.7% | -1.0% |
| 6M | +11.5% | -24.5% | +36.0% | +11.9% |
| YTD | +14.3% | -49.3% | +63.6% | +15.7% |
| 1Y | +38.1% | -58.7% | +96.8% | +40.6% |
| All | +56.6% | -33.7% | +90.3% | +65.5% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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