-49.1%
ZTS vs MNST
+64.6%
-113.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.4% | +1.1% | -2.1% |
| 7D | -0.4% | -3.4% | +3.0% | +0.6% |
| 30D | +11.7% | +6.6% | +5.1% | +10.4% |
| 3M | +3.5% | -2.9% | +6.3% | +4.3% |
| 6M | -27.6% | +18.4% | -46.1% | -29.9% |
| YTD | -35.5% | +19.3% | -54.7% | -37.7% |
| 1Y | -32.1% | +37.9% | -70.0% | -36.6% |
| 3Y | -49.1% | +62.9% | -112.0% | -54.1% |
| All | -49.1% | +64.6% | -113.7% | -54.1% |
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