+63.5%
MNST vs Z
-19.0%
+82.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | +0.1% |
| 7D | -6.9% | -13.1% | +6.2% | -6.4% |
| 30D | +3.7% | +5.9% | -2.1% | +3.6% |
| 3M | -0.3% | -13.7% | +13.4% | 0.0% |
| 6M | +5.1% | -27.1% | +32.2% | +5.4% |
| YTD | +18.4% | -56.8% | +75.2% | +19.3% |
| 1Y | +26.3% | -60.2% | +86.5% | +27.3% |
| All | +63.5% | -19.0% | +82.5% | +69.2% |
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