+668.0%
BE vs MNST
+204.0%
+464.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +2.0% | -6.9% | -5.9% |
| 7D | +10.8% | +1.6% | +9.2% | +9.9% |
| 30D | -19.8% | +5.1% | -24.8% | -22.2% |
| 3M | -18.7% | -0.5% | -18.3% | -19.6% |
| 6M | -33.7% | +8.1% | -41.9% | -38.1% |
| YTD | +121.0% | +21.2% | +99.8% | +92.5% |
| 1Y | +85.4% | +30.7% | +54.7% | +54.1% |
| 3Y | +1,709.5% | +67.3% | +1,642.2% | +1,098.2% |
| 5Y | +462.2% | +101.9% | +360.3% | +211.3% |
| All | +668.0% | +204.0% | +464.0% | +145.6% |
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