+1,381.0%
NET vs MNST
+239.9%
+1,141.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.3% | -5.9% | -3.7% |
| 7D | -16.4% | +6.8% | -23.1% | -18.5% |
| 30D | -25.8% | +12.0% | -37.9% | -29.2% |
| 3M | -11.5% | +3.5% | -15.1% | -13.3% |
| 6M | +18.9% | +29.7% | -10.7% | +3.4% |
| YTD | +35.2% | +27.2% | +8.0% | +17.0% |
| 1Y | +14.5% | +45.8% | -31.3% | -8.3% |
| 3Y | +313.8% | +75.5% | +238.3% | +186.0% |
| 5Y | +32.6% | +122.1% | -89.6% | -23.1% |
| All | +1,381.0% | +239.9% | +1,141.1% | +629.9% |
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