-37.3%
NKE vs MNST
+29.3%
-66.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | -5.4% | -6.9% | +1.5% | -3.8% |
| 30D | +8.4% | +3.7% | +4.7% | +8.1% |
| 3M | -6.3% | -0.3% | -6.0% | -5.8% |
| 6M | -7.8% | +5.1% | -12.9% | -7.5% |
| YTD | -38.3% | +18.4% | -56.7% | -36.3% |
| 1Y | -37.3% | +26.3% | -63.6% | -34.9% |
| All | -37.3% | +29.3% | -66.6% | -34.9% |
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 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