+165.2%
NOK vs MNST
+55.7%
+109.5%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.6% | +3.3% | +2.8% |
| 7D | -1.8% | -6.5% | +4.7% | -0.7% |
| 30D | +4.7% | -7.2% | +11.9% | +5.9% |
| 3M | -39.7% | -1.0% | -38.6% | -39.8% |
| 6M | +23.1% | +11.5% | +11.6% | +19.7% |
| YTD | +55.0% | +14.3% | +40.7% | +49.6% |
| 1Y | +118.0% | +38.1% | +79.9% | +103.4% |
| All | +165.2% | +55.7% | +109.5% | +144.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling