-17.7%
NVO vs MNST
+101.2%
-118.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.0% | +0.5% | +2.0% |
| 7D | +3.3% | +1.6% | +1.7% | +2.9% |
| 30D | +9.2% | +5.1% | +4.1% | +8.2% |
| 3M | -9.8% | -0.5% | -9.3% | -9.7% |
| 6M | -10.4% | +8.1% | -18.6% | -11.8% |
| YTD | -14.1% | +21.2% | -35.3% | -17.7% |
| 1Y | -11.1% | +30.7% | -41.8% | -16.4% |
| 3Y | -54.9% | +67.3% | -122.2% | -60.0% |
| All | -17.7% | +101.2% | -118.9% | -33.0% |
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