+15.6%
BABA vs MNST
+320.3%
-304.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.9% | +4.5% | +3.3% |
| 7D | +8.6% | +3.2% | +5.4% | +7.3% |
| 30D | -1.1% | +10.6% | -11.7% | -4.7% |
| 3M | -15.9% | +1.3% | -17.2% | -16.5% |
| 6M | -17.5% | +26.2% | -43.7% | -25.4% |
| YTD | -25.6% | +24.8% | -50.4% | -32.6% |
| 1Y | -33.8% | +40.9% | -74.8% | -42.9% |
| 3Y | +34.6% | +72.2% | -37.6% | +4.8% |
| 5Y | -27.7% | +108.8% | -136.4% | -49.0% |
| All | +15.6% | +320.3% | -304.7% | -33.4% |
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