-75.5%
NKE vs MNST
+78.6%
-154.1%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.5% | -2.2% |
| 7D | -5.5% | -2.2% | -3.3% | -4.7% |
| 30D | -10.4% | -5.4% | -5.1% | -8.5% |
| 3M | -15.8% | -5.5% | -10.3% | -14.1% |
| 6M | -33.4% | +12.4% | -45.8% | -36.7% |
| YTD | -41.0% | +12.4% | -53.4% | -44.0% |
| 1Y | -49.1% | +37.2% | -86.2% | -55.9% |
| 3Y | -59.8% | +52.9% | -112.7% | -67.6% |
| 5Y | -75.5% | +79.7% | -155.2% | -82.6% |
| All | -75.5% | +78.6% | -154.1% | -82.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling