+16.0%
BABA vs MNST
+242.3%
-226.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.5% |
| 7D | -4.8% | -6.5% | +1.7% | -2.4% |
| 30D | -11.9% | -7.2% | -4.7% | -9.6% |
| 3M | -9.3% | -1.0% | -8.2% | -9.5% |
| 6M | -14.2% | +11.5% | -25.7% | -18.7% |
| YTD | -22.0% | +14.3% | -36.3% | -27.0% |
| 1Y | -12.7% | +38.1% | -50.8% | -24.5% |
| 3Y | +26.7% | +55.0% | -28.3% | +2.5% |
| 5Y | -29.3% | +79.6% | -109.0% | -47.5% |
| All | +16.0% | +242.3% | -226.3% | -26.6% |
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