-28.6%
U vs MNST
+136.8%
-165.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.9% | -1.9% | +16.8% | +16.1% |
| 7D | +24.3% | +3.2% | +21.1% | +21.5% |
| 30D | +8.6% | +10.6% | -2.0% | +1.2% |
| 3M | +37.6% | +1.3% | +36.3% | +35.3% |
| 6M | +78.5% | +26.2% | +52.3% | +50.7% |
| YTD | +10.5% | +24.8% | -14.3% | -7.8% |
| 1Y | +15.2% | +40.9% | -25.7% | -12.6% |
| 3Y | +76.6% | +72.2% | +4.4% | +9.0% |
| 5Y | -67.9% | +108.8% | -176.7% | -84.1% |
| All | -28.6% | +136.8% | -165.4% | -72.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling