+209.9%
AMGN vs MNST
+240.5%
-30.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -1.5% | -8.5% | -9.6% |
| 7D | -10.3% | -4.1% | -6.2% | -9.1% |
| 30D | -3.8% | -4.5% | +0.7% | -2.5% |
| 3M | +14.4% | -2.5% | +16.8% | +15.1% |
| 6M | +7.8% | +14.1% | -6.3% | +3.3% |
| YTD | +22.6% | +12.6% | +10.0% | +17.7% |
| 1Y | +44.2% | +36.9% | +7.3% | +30.4% |
| 3Y | +65.8% | +53.1% | +12.7% | +43.7% |
| 5Y | +108.0% | +78.2% | +29.7% | +69.1% |
| 10Y | +209.9% | +240.4% | -30.5% | +113.5% |
| All | +209.9% | +240.5% | -30.7% | +113.5% |
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