+67.2%
MNST vs ZYBT
-57.8%
+125.0%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | +0.6% |
| 7D | -2.2% | -2.5% | +0.2% | -2.3% |
| 30D | -5.4% | -1.2% | -4.1% | -5.4% |
| 3M | -5.5% | +76.7% | -82.2% | -3.5% |
| 6M | +12.4% | +103.6% | -91.2% | +14.9% |
| YTD | +12.4% | +38.3% | -25.9% | +15.0% |
| 1Y | +37.2% | -84.7% | +121.9% | +41.2% |
| All | +67.2% | -57.8% | +125.0% | +62.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 5y: compounded portfolio wealth divided by compounded ZYBT 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…
5y analysis · Full analysis span regression · 6 months rolling