+737.9%
BE vs MNST
+197.1%
+540.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.0% | +0.1% | +12.8% | +12.9% |
| 7D | +4.5% | -6.9% | +11.4% | +8.2% |
| 30D | -20.1% | +3.7% | -23.9% | -22.1% |
| 3M | -0.8% | -0.3% | -0.5% | -1.9% |
| 6M | -26.2% | +5.1% | -31.3% | -30.0% |
| YTD | +141.1% | +18.4% | +122.6% | +112.5% |
| 1Y | +64.8% | +26.3% | +38.6% | +39.4% |
| 3Y | +1,887.4% | +64.3% | +1,823.1% | +1,226.5% |
| 5Y | +518.1% | +96.8% | +421.3% | +247.0% |
| All | +737.9% | +197.1% | +540.8% | +171.2% |
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