+2,664.2%
AVGO vs MNST
+241.8%
+2,422.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.4% |
| 7D | -3.0% | -6.5% | +3.5% | -0.4% |
| 30D | -14.4% | -7.2% | -7.2% | -12.2% |
| 3M | -14.4% | -1.0% | -13.4% | -14.8% |
| 6M | +13.1% | +11.5% | +1.6% | +6.7% |
| YTD | +3.8% | +14.3% | -10.5% | -3.4% |
| 1Y | +17.8% | +38.1% | -20.3% | 0.0% |
| 3Y | +325.3% | +55.0% | +270.3% | +232.0% |
| 5Y | +689.9% | +79.6% | +610.3% | +461.6% |
| All | +2,664.2% | +241.8% | +2,422.4% | +1,412.0% |
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