+27.3%
NEM vs MNST
+32.0%
-4.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.0% | -1.5% | 0.0% |
| 7D | -6.4% | +1.6% | -8.0% | -6.7% |
| 30D | +1.4% | +5.1% | -3.6% | +0.5% |
| 3M | -0.7% | -0.5% | -0.2% | -0.7% |
| 6M | -4.5% | +8.1% | -12.6% | -7.4% |
| YTD | +14.0% | +21.2% | -7.2% | +7.2% |
| 1Y | +27.3% | +30.7% | -3.4% | +23.3% |
| All | +27.3% | +32.0% | -4.7% | +23.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling