+8.0%
U vs MNST
+55.2%
-47.2%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.8% |
| 7D | -3.8% | -6.5% | +2.7% | -1.9% |
| 30D | +17.5% | -7.2% | +24.7% | +20.0% |
| 3M | +38.7% | -1.0% | +39.7% | +38.9% |
| 6M | +104.4% | +11.5% | +92.9% | +96.9% |
| YTD | -5.7% | +14.3% | -20.0% | -10.7% |
| 1Y | +3.7% | +38.1% | -34.4% | -9.9% |
| All | +8.0% | +55.2% | -47.2% | -19.2% |
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