+5,710.3%
AMD vs MNST
+320.3%
+5,390.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -1.9% | -15.4% | -16.3% |
| 7D | -28.6% | +3.2% | -31.8% | -29.8% |
| 30D | -37.7% | +10.6% | -48.3% | -41.2% |
| 3M | -16.1% | +1.3% | -17.4% | -17.5% |
| 6M | +13.8% | +26.2% | -12.4% | -1.4% |
| YTD | +88.8% | +24.8% | +64.1% | +64.1% |
| 1Y | +57.8% | +40.9% | +16.8% | +27.8% |
| 3Y | +260.3% | +72.2% | +188.1% | +153.3% |
| 5Y | +196.6% | +108.8% | +87.8% | +83.9% |
| All | +5,710.3% | +320.3% | +5,390.0% | +3,111.3% |
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