+252.1%
MNST vs Z
+6.9%
+245.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.4% | -2.0% | -4.1% |
| 7D | -3.4% | -4.6% | +1.1% | -3.0% |
| 30D | +6.6% | +8.3% | -1.7% | +5.5% |
| 3M | -2.9% | -11.6% | +8.7% | -1.9% |
| 6M | +18.4% | -33.6% | +52.1% | +23.0% |
| YTD | +19.3% | -56.7% | +75.9% | +29.1% |
| 1Y | +37.9% | -59.1% | +97.0% | +50.1% |
| 3Y | +62.9% | -20.4% | +83.3% | +58.7% |
| 5Y | +99.6% | -55.3% | +154.8% | +102.5% |
| 10Y | +305.7% | -14.2% | +319.9% | +245.9% |
| All | +252.1% | +6.9% | +245.2% | +186.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling