+3,637.8%
ANET vs MNST
+251.4%
+3,386.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.6% | -2.3% |
| 7D | -1.3% | -2.2% | +1.0% | -0.4% |
| 30D | -4.5% | -5.4% | +0.9% | -2.7% |
| 3M | +24.5% | -5.5% | +30.0% | +26.5% |
| 6M | +35.4% | +12.4% | +23.0% | +26.9% |
| YTD | +44.2% | +12.4% | +31.8% | +34.7% |
| 1Y | +25.4% | +37.2% | -11.8% | +6.6% |
| 3Y | +284.8% | +52.9% | +231.9% | +201.7% |
| 5Y | +761.7% | +79.7% | +682.0% | +509.8% |
| All | +3,637.8% | +251.4% | +3,386.4% | +1,891.0% |
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