+17.1%
BABA vs MNST
+301.8%
-284.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.4% | +5.7% | +2.9% |
| 7D | +11.6% | -3.4% | +15.1% | +13.0% |
| 30D | +2.3% | +6.6% | -4.3% | -0.2% |
| 3M | -13.7% | -2.9% | -10.8% | -13.1% |
| 6M | -21.9% | +18.4% | -40.4% | -27.7% |
| YTD | -24.6% | +19.3% | -43.9% | -30.6% |
| 1Y | -34.1% | +37.9% | -72.0% | -42.8% |
| 3Y | +36.3% | +62.9% | -26.6% | +8.3% |
| 5Y | -26.7% | +99.6% | -126.3% | -47.6% |
| All | +17.1% | +301.8% | -284.7% | -31.5% |
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