+11.5%
NEE vs MNST
+101.2%
-89.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.0% | -2.2% | -0.7% |
| 7D | -2.1% | +1.6% | -3.7% | -2.5% |
| 30D | +8.6% | +5.1% | +3.5% | +7.2% |
| 3M | -0.3% | -0.5% | +0.2% | -0.3% |
| 6M | -8.9% | +8.1% | -17.1% | -11.2% |
| YTD | +8.3% | +21.2% | -12.9% | +1.7% |
| 1Y | +4.3% | +30.7% | -26.5% | -4.5% |
| 3Y | +70.7% | +67.3% | +3.4% | +42.8% |
| All | +11.5% | +101.2% | -89.7% | -12.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling