+1,587.5%
AMAT vs MNST
+242.3%
+1,345.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.6% | +4.9% | +4.6% |
| 7D | -1.5% | -6.5% | +5.0% | +2.1% |
| 30D | -14.8% | -7.2% | -7.6% | -11.8% |
| 3M | -9.3% | -1.0% | -8.3% | -9.8% |
| 6M | +27.4% | +11.5% | +15.9% | +18.2% |
| YTD | +77.6% | +14.3% | +63.3% | +61.9% |
| 1Y | +188.9% | +38.1% | +150.8% | +134.3% |
| 3Y | +202.3% | +55.0% | +147.3% | +120.9% |
| 5Y | +248.9% | +79.6% | +169.3% | +128.8% |
| All | +1,587.5% | +242.3% | +1,345.2% | +763.9% |
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