+15.8%
BABA vs MNST
+316.3%
-300.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.2% | -3.5% | -3.7% |
| 7D | +3.8% | -5.0% | +8.8% | +5.7% |
| 30D | -5.4% | +4.6% | -10.0% | -7.0% |
| 3M | -17.9% | +1.0% | -19.0% | -18.5% |
| 6M | -24.1% | +5.8% | -29.9% | -26.3% |
| YTD | -27.4% | +19.1% | -46.5% | -33.2% |
| 1Y | -36.1% | +30.9% | -67.0% | -43.3% |
| 3Y | +35.4% | +65.7% | -30.4% | +6.8% |
| 5Y | -30.1% | +99.0% | -129.0% | -49.9% |
| 10Y | +15.8% | +313.1% | -297.2% | -32.5% |
| All | +15.8% | +316.3% | -300.5% | -32.5% |
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