+158.7%
ADBE vs MNST
+241.8%
-83.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.6% | -6.1% | -6.4% |
| 7D | -8.6% | -6.5% | -2.1% | -5.6% |
| 30D | +2.8% | -7.2% | +10.0% | +6.4% |
| 3M | +3.1% | -1.0% | +4.1% | +3.3% |
| 6M | -2.4% | +11.5% | -13.9% | -8.7% |
| YTD | -23.9% | +14.3% | -38.2% | -30.1% |
| 1Y | -22.6% | +38.1% | -60.7% | -36.1% |
| 3Y | -52.7% | +55.0% | -107.7% | -64.2% |
| 5Y | -60.0% | +79.6% | -139.6% | -72.7% |
| All | +158.7% | +241.8% | -83.1% | +39.2% |
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