+11.7%
BABA vs MNST
+336.2%
-324.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +0.4% | -7.4% | -7.2% |
| 7D | -12.7% | -4.7% | -8.0% | -11.2% |
| 30D | -14.9% | +5.2% | -20.1% | -16.6% |
| 3M | -24.6% | -0.9% | -23.8% | -24.6% |
| 6M | -29.3% | +6.1% | -35.5% | -31.5% |
| YTD | -35.0% | +18.9% | -53.9% | -40.1% |
| 1Y | -39.7% | +29.3% | -69.0% | -46.2% |
| 3Y | +21.2% | +64.9% | -43.7% | -4.1% |
| 5Y | -39.9% | +98.0% | -137.9% | -56.8% |
| All | +11.7% | +336.2% | -324.5% | -34.7% |
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