+808.8%
MU vs MNST
+72.2%
+736.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -1.9% | -15.6% | -17.1% |
| 7D | -29.7% | +3.2% | -32.9% | -30.2% |
| 30D | -37.2% | +10.6% | -47.8% | -38.7% |
| 3M | -26.5% | +1.3% | -27.8% | -26.8% |
| 6M | +2.6% | +26.2% | -23.6% | -5.2% |
| YTD | +130.1% | +24.8% | +105.4% | +113.0% |
| 1Y | +176.7% | +40.9% | +135.7% | +152.1% |
| All | +808.8% | +72.2% | +736.7% | +659.5% |
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