-39.0%
U vs MNST
+116.9%
-156.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.6% |
| 7D | -3.8% | -6.5% | +2.7% | +0.4% |
| 30D | +17.5% | -7.2% | +24.7% | +22.8% |
| 3M | +38.7% | -1.0% | +39.7% | +38.8% |
| 6M | +104.4% | +11.5% | +92.9% | +87.3% |
| YTD | -5.7% | +14.3% | -20.0% | -16.3% |
| 1Y | +3.7% | +38.1% | -34.4% | -21.3% |
| 3Y | +12.3% | +55.0% | -42.7% | -25.2% |
| 5Y | -68.8% | +79.6% | -148.4% | -82.8% |
| All | -39.0% | +116.9% | -156.0% | -74.8% |
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 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