+1,210.4%
AAPL vs MNST
+240.5%
+969.9%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.4% | -0.5% |
| 7D | -2.7% | -4.1% | +1.3% | -0.9% |
| 30D | +1.0% | -4.5% | +5.5% | +2.9% |
| 3M | +5.0% | -2.5% | +7.4% | +5.6% |
| 6M | +23.0% | +14.1% | +8.9% | +14.7% |
| YTD | +16.6% | +12.6% | +4.1% | +9.1% |
| 1Y | +33.4% | +36.9% | -3.5% | +13.2% |
| 3Y | +79.9% | +53.1% | +26.8% | +41.7% |
| 5Y | +109.0% | +78.2% | +30.8% | +50.5% |
| 10Y | +1,210.4% | +240.4% | +970.0% | +660.9% |
| All | +1,210.4% | +240.5% | +969.9% | +660.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling