-47.4%
NKE vs MNST
+37.8%
-85.2%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.9% |
| 7D | -2.0% | -6.5% | +4.5% | -1.0% |
| 30D | -8.6% | -7.2% | -1.4% | -7.5% |
| 3M | -11.0% | -1.0% | -10.0% | -10.4% |
| 6M | -33.2% | +11.5% | -44.7% | -33.4% |
| YTD | -38.1% | +14.3% | -52.4% | -37.7% |
| 1Y | -47.4% | +38.1% | -85.5% | -47.7% |
| All | -47.4% | +37.8% | -85.2% | -47.7% |
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