+16,689.9%
MO vs MNST
+572,080.2%
-555,390.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.4% | +2.5% | -1.8% |
| 7D | -2.4% | -3.4% | +1.0% | -2.4% |
| 30D | +9.7% | +6.6% | +3.1% | +9.5% |
| 3M | +14.1% | -2.9% | +17.0% | +14.2% |
| 6M | +11.9% | +18.4% | -6.6% | +11.3% |
| YTD | +38.4% | +19.3% | +19.1% | +37.7% |
| 1Y | +41.9% | +37.9% | +4.0% | +40.5% |
| 3Y | +134.5% | +62.9% | +71.6% | +131.0% |
| 5Y | +147.3% | +99.6% | +47.7% | +142.0% |
| 10Y | +135.2% | +305.7% | -170.5% | +126.3% |
| All | +16,689.9% | +572,080.2% | -555,390.3% | +13,699.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MNST.
Daily Out/Under-Performance
Portfolio return minus MNST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MNST 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 MNST 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