+59.6%
T vs MNST
+64.6%
-4.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.4% | +3.5% | -0.3% |
| 7D | +1.0% | -3.4% | +4.4% | +1.5% |
| 30D | -10.6% | +6.6% | -17.2% | -11.2% |
| 3M | -7.7% | -2.9% | -4.9% | -7.4% |
| 6M | -13.3% | +18.4% | -31.8% | -14.9% |
| YTD | -8.8% | +19.3% | -28.0% | -10.7% |
| 1Y | -8.4% | +37.9% | -46.3% | -12.4% |
| 3Y | +59.6% | +62.9% | -3.2% | +49.1% |
| All | +59.6% | +64.6% | -4.9% | +49.1% |
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