+455.5%
AXP vs MNST
+320.3%
+135.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.9% | -0.4% | -1.5% |
| 7D | +0.4% | +3.2% | -2.8% | -0.9% |
| 30D | +7.0% | +10.6% | -3.6% | +2.7% |
| 3M | -6.6% | +1.3% | -7.9% | -7.3% |
| 6M | +3.5% | +26.2% | -22.7% | -6.9% |
| YTD | -11.2% | +24.8% | -35.9% | -20.1% |
| 1Y | -10.2% | +40.9% | -51.1% | -23.6% |
| 3Y | +120.0% | +72.2% | +47.9% | +67.0% |
| 5Y | +95.6% | +108.8% | -13.2% | +32.1% |
| All | +455.5% | +320.3% | +135.2% | +206.5% |
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