+325.7%
AMGN vs MNST
+344.7%
-19.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.0% | -2.3% | -0.9% |
| 7D | +1.1% | +1.6% | -0.5% | +0.7% |
| 30D | +9.3% | +5.1% | +4.2% | +7.7% |
| 3M | +12.1% | -0.5% | +12.6% | +12.1% |
| 6M | +40.3% | +8.1% | +32.1% | +36.7% |
| YTD | +45.2% | +21.2% | +24.0% | +36.2% |
| 1Y | +42.4% | +30.7% | +11.7% | +30.5% |
| 3Y | +91.0% | +67.3% | +23.7% | +60.9% |
| 5Y | +157.4% | +101.9% | +55.5% | +100.3% |
| All | +325.7% | +344.7% | -19.0% | +166.7% |
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