+232.9%
ABT vs MNST
+301.8%
-68.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.4% | +1.2% | -1.7% |
| 7D | +3.5% | -3.4% | +6.9% | +4.9% |
| 30D | +12.0% | +6.6% | +5.4% | +9.6% |
| 3M | +2.5% | -2.9% | +5.3% | +3.4% |
| 6M | +29.1% | +18.4% | +10.6% | +20.7% |
| YTD | -10.1% | +19.3% | -29.3% | -16.3% |
| 1Y | -9.8% | +37.9% | -47.7% | -20.6% |
| 3Y | +23.3% | +62.9% | -39.6% | +0.2% |
| 5Y | -2.4% | +99.6% | -101.9% | -28.1% |
| All | +232.9% | +301.8% | -68.9% | +97.9% |
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