+476.9%
NEM vs MNST
+548,301.9%
-547,825.0%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.8% |
| 7D | +0.3% | -6.5% | +6.8% | +0.5% |
| 30D | +23.1% | -7.2% | +30.3% | +23.3% |
| 3M | +18.5% | -1.0% | +19.5% | +18.5% |
| 6M | +7.8% | +11.5% | -3.7% | +7.4% |
| YTD | +29.1% | +14.3% | +14.8% | +28.5% |
| 1Y | +72.7% | +38.1% | +34.5% | +70.9% |
| 3Y | +248.7% | +55.0% | +193.8% | +243.7% |
| 5Y | +148.7% | +79.6% | +69.1% | +143.8% |
| 10Y | +304.8% | +241.8% | +63.0% | +289.1% |
| All | +476.9% | +548,301.9% | -547,825.0% | +395.9% |
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