-3.5%
OXY vs MNST
+64.6%
-68.1%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.4% | +4.4% | -0.1% |
| 7D | -11.9% | -3.4% | -8.5% | -12.0% |
| 30D | -3.1% | +6.6% | -9.8% | -3.1% |
| 3M | +1.1% | -2.9% | +4.0% | +0.9% |
| 6M | +3.2% | +18.4% | -15.2% | +3.0% |
| YTD | +39.0% | +19.3% | +19.8% | +38.4% |
| 1Y | +42.7% | +37.9% | +4.8% | +39.4% |
| 3Y | -3.5% | +62.9% | -66.4% | -8.8% |
| All | -3.5% | +64.6% | -68.1% | -8.8% |
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