+20.6%
ABNB vs MNST
+94.9%
-74.3%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.5% | -2.5% | -3.3% |
| 7D | -4.4% | -4.1% | -0.3% | -2.5% |
| 30D | -2.0% | -4.5% | +2.5% | +0.2% |
| 3M | +29.8% | -2.5% | +32.3% | +30.8% |
| 6M | +31.0% | +14.1% | +16.9% | +21.2% |
| YTD | +28.6% | +12.6% | +16.0% | +19.4% |
| 1Y | +40.1% | +36.9% | +3.1% | +16.4% |
| 3Y | +19.7% | +53.1% | -33.4% | -8.8% |
| 5Y | +6.5% | +78.2% | -71.8% | -32.4% |
| All | +20.6% | +94.9% | -74.3% | -29.1% |
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 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