+61.0%
NEE vs MNST
+64.6%
-3.6%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.4% | +2.9% | -0.6% |
| 7D | +3.9% | -3.4% | +7.3% | +4.6% |
| 30D | +12.8% | +6.6% | +6.2% | +11.5% |
| 3M | +3.6% | -2.9% | +6.4% | +4.0% |
| 6M | -7.5% | +18.4% | -25.9% | -11.1% |
| YTD | +10.7% | +19.3% | -8.6% | +5.8% |
| 1Y | +9.1% | +37.9% | -28.8% | +0.2% |
| 3Y | +61.0% | +62.9% | -1.9% | +43.3% |
| All | +61.0% | +64.6% | -3.6% | +43.3% |
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 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