-40.6%
NKE vs MNST
+32.0%
-72.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.0% | -1.3% | +0.1% |
| 7D | -1.6% | +1.6% | -3.2% | -1.9% |
| 30D | +7.6% | +5.1% | +2.6% | +6.9% |
| 3M | -6.9% | -0.5% | -6.4% | -6.6% |
| 6M | -8.5% | +8.1% | -16.6% | -8.7% |
| YTD | -38.8% | +21.2% | -60.0% | -37.1% |
| 1Y | -40.6% | +30.7% | -71.3% | -38.3% |
| All | -40.6% | +32.0% | -72.6% | -38.3% |
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