+485.4%
ABBV vs MNST
+240.5%
+244.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.5% | -1.5% | -2.6% |
| 7D | -4.3% | -4.1% | -0.2% | -3.2% |
| 30D | +1.1% | -4.5% | +5.6% | +2.3% |
| 3M | +12.3% | -2.5% | +14.8% | +13.0% |
| 6M | +9.8% | +14.1% | -4.4% | +5.4% |
| YTD | +11.5% | +12.6% | -1.1% | +7.3% |
| 1Y | +22.3% | +36.9% | -14.7% | +11.1% |
| 3Y | +85.2% | +53.1% | +32.1% | +61.1% |
| 5Y | +170.8% | +78.2% | +92.6% | +121.2% |
| 10Y | +485.4% | +240.4% | +245.0% | +310.0% |
| All | +485.4% | +240.5% | +244.9% | +310.0% |
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