+2,798.6%
AVGO vs MNST
+336.2%
+2,462.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.4% | +5.2% | +5.4% |
| 7D | +25.0% | -4.7% | +29.7% | +27.2% |
| 30D | +2.0% | +5.2% | -3.2% | -0.3% |
| 3M | -12.3% | -0.9% | -11.4% | -12.6% |
| 6M | -12.8% | +6.1% | -18.9% | -16.0% |
| YTD | +5.9% | +18.9% | -13.0% | -3.4% |
| 1Y | +3.3% | +29.3% | -26.0% | -9.1% |
| 3Y | +293.1% | +64.9% | +228.2% | +198.7% |
| 5Y | +606.7% | +98.0% | +508.7% | +379.0% |
| All | +2,798.6% | +336.2% | +2,462.5% | +1,322.0% |
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