-28.0%
ORCL vs MNST
+37.8%
-65.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.6% | +3.7% | +2.9% |
| 7D | +5.3% | -6.5% | +11.7% | +3.5% |
| 30D | +10.0% | -7.2% | +17.2% | +7.9% |
| 3M | -32.6% | -1.0% | -31.6% | -32.8% |
| 6M | +4.9% | +11.5% | -6.6% | +6.1% |
| YTD | -17.8% | +14.3% | -32.1% | -16.3% |
| 1Y | -28.0% | +38.1% | -66.1% | -7.9% |
| All | -28.0% | +37.8% | -65.8% | -7.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling