+183.7%
NOK vs MNST
+52.7%
+131.0%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.5% | +7.7% | +6.4% |
| 7D | +7.3% | -4.1% | +11.3% | +7.9% |
| 30D | +13.8% | -4.5% | +18.3% | +14.5% |
| 3M | -27.0% | -2.5% | -24.6% | -27.0% |
| 6M | +37.6% | +14.1% | +23.5% | +33.4% |
| YTD | +64.6% | +12.6% | +52.0% | +59.2% |
| 1Y | +132.0% | +36.9% | +95.1% | +116.6% |
| 3Y | +183.7% | +53.1% | +130.6% | +162.3% |
| All | +183.7% | +52.7% | +131.0% | +162.3% |
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 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