+9.3%
ORCL vs MNST
+72.2%
-62.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -1.9% | -5.0% | -7.1% |
| 7D | -17.5% | +3.2% | -20.7% | -17.2% |
| 30D | -20.2% | +10.6% | -30.7% | -19.5% |
| 3M | -19.9% | +1.3% | -21.2% | -19.7% |
| 6M | -37.4% | +26.2% | -63.6% | -37.1% |
| YTD | -40.1% | +24.8% | -64.9% | -40.1% |
| 1Y | -53.4% | +40.9% | -94.3% | -53.5% |
| All | +9.3% | +72.2% | -62.8% | +11.6% |
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