+177.9%
MRVL vs MNST
+64.6%
+113.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -4.4% | +10.1% | +5.2% |
| 7D | -28.1% | -3.4% | -24.7% | -28.3% |
| 30D | -50.4% | +6.6% | -57.0% | -50.2% |
| 3M | -32.9% | -2.9% | -30.0% | -32.8% |
| 6M | -17.9% | +18.4% | -36.4% | -19.6% |
| YTD | +66.4% | +19.3% | +47.2% | +62.6% |
| 1Y | +51.5% | +37.9% | +13.6% | +47.7% |
| 3Y | +177.9% | +62.9% | +115.0% | +176.9% |
| All | +177.9% | +64.6% | +113.3% | +176.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling