+31.5%
ABNB vs MNST
+106.2%
-74.7%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.3% | +0.2% |
| 7D | +11.2% | -5.0% | +16.2% | +13.6% |
| 30D | +14.7% | +4.6% | +10.1% | +12.0% |
| 3M | +6.9% | +1.0% | +5.8% | +6.0% |
| 6M | +34.5% | +5.8% | +28.7% | +29.8% |
| YTD | +40.2% | +19.1% | +21.2% | +26.4% |
| 1Y | +57.4% | +30.9% | +26.5% | +34.7% |
| 3Y | +64.7% | +65.7% | -1.0% | +19.9% |
| 5Y | -2.3% | +99.0% | -101.2% | -40.3% |
| All | +31.5% | +106.2% | -74.7% | -25.0% |
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