+313.6%
AMGN vs MNST
+305.0%
+8.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.2% |
| 7D | +0.9% | -3.9% | +4.8% | +2.0% |
| 30D | +12.1% | +3.9% | +8.2% | +10.9% |
| 3M | +12.2% | -0.8% | +13.0% | +12.3% |
| 6M | +42.1% | +5.1% | +37.1% | +39.7% |
| YTD | +45.0% | +18.3% | +26.8% | +37.0% |
| 1Y | +47.7% | +29.5% | +18.2% | +35.7% |
| 3Y | +90.4% | +64.0% | +26.4% | +61.3% |
| 5Y | +154.9% | +97.2% | +57.8% | +99.7% |
| 10Y | +313.6% | +328.4% | -14.9% | +161.8% |
| All | +313.6% | +305.0% | +8.6% | +161.8% |
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