+6,161.3%
NKE vs MNST
+548,301.9%
-542,140.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.9% |
| 7D | -2.0% | -6.5% | +4.5% | -1.7% |
| 30D | -8.6% | -7.2% | -1.4% | -8.2% |
| 3M | -11.0% | -1.0% | -10.0% | -11.0% |
| 6M | -33.2% | +11.5% | -44.7% | -33.6% |
| YTD | -38.1% | +14.3% | -52.4% | -38.6% |
| 1Y | -47.4% | +38.1% | -85.5% | -48.3% |
| 3Y | -59.8% | +55.0% | -114.8% | -60.8% |
| 5Y | -74.2% | +79.6% | -153.9% | -75.0% |
| 10Y | -23.5% | +241.8% | -265.2% | -27.9% |
| All | +6,161.3% | +548,301.9% | -542,140.6% | +4,628.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling