+99.5%
U vs MNST
+64.6%
+34.9%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -4.4% | +9.9% | +6.5% |
| 7D | +36.6% | -3.4% | +40.0% | +37.4% |
| 30D | +13.3% | +6.6% | +6.7% | +10.8% |
| 3M | +26.2% | -2.9% | +29.1% | +26.4% |
| 6M | +88.7% | +18.4% | +70.3% | +78.7% |
| YTD | +16.6% | +19.3% | -2.7% | +9.0% |
| 1Y | +29.0% | +37.9% | -8.9% | +13.9% |
| 3Y | +99.5% | +62.9% | +36.6% | +64.3% |
| All | +99.5% | +64.6% | +34.9% | +64.3% |
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