-49.1%
NKE vs MNST
+36.6%
-85.6%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.5% | -2.0% |
| 7D | -5.5% | -2.2% | -3.3% | -5.2% |
| 30D | -10.4% | -5.4% | -5.1% | -9.6% |
| 3M | -15.8% | -5.5% | -10.3% | -14.8% |
| 6M | -33.4% | +12.4% | -45.8% | -33.4% |
| YTD | -41.0% | +12.4% | -53.4% | -40.4% |
| 1Y | -49.1% | +37.2% | -86.2% | -49.0% |
| All | -49.1% | +36.6% | -85.6% | -49.0% |
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