+235.9%
NVDA vs MNST
+68.0%
+168.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.0% | -4.0% | -1.8% |
| 7D | -12.7% | +1.6% | -14.4% | -12.6% |
| 30D | -26.4% | +5.1% | -31.5% | -26.0% |
| 3M | -27.6% | -0.5% | -27.2% | -27.5% |
| 6M | -27.7% | +8.1% | -35.9% | -27.4% |
| YTD | -12.5% | +21.2% | -33.7% | -12.0% |
| 1Y | -12.6% | +30.7% | -43.4% | -11.6% |
| 3Y | +235.9% | +67.3% | +168.6% | +260.6% |
| All | +235.9% | +68.0% | +168.0% | +260.6% |
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