+444.6%
NEM vs MNST
+572,080.2%
-571,635.6%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.4% | +5.4% | +1.1% |
| 7D | +13.4% | -3.4% | +16.8% | +13.5% |
| 30D | +6.5% | +6.6% | -0.1% | +6.3% |
| 3M | +14.9% | -2.9% | +17.8% | +15.0% |
| 6M | +5.5% | +18.4% | -12.9% | +4.9% |
| YTD | +21.9% | +19.3% | +2.6% | +21.2% |
| 1Y | +47.9% | +37.9% | +10.0% | +46.4% |
| 3Y | +238.2% | +62.9% | +175.3% | +232.8% |
| 5Y | +146.2% | +99.6% | +46.6% | +140.6% |
| 10Y | +309.3% | +305.7% | +3.6% | +291.8% |
| All | +444.6% | +572,080.2% | -571,635.6% | +367.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling