+675.5%
BE vs MNST
+198.6%
+476.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -0.2% | +12.1% | +12.0% |
| 7D | -1.2% | -5.0% | +3.7% | +1.1% |
| 30D | -30.9% | +4.6% | -35.5% | -32.9% |
| 3M | -11.6% | +1.0% | -12.6% | -13.2% |
| 6M | -25.7% | +5.8% | -31.5% | -29.8% |
| YTD | +123.1% | +19.1% | +104.1% | +96.2% |
| 1Y | +43.4% | +30.9% | +12.5% | +18.6% |
| 3Y | +1,683.6% | +65.7% | +1,617.9% | +1,083.5% |
| 5Y | +465.4% | +99.0% | +366.5% | +215.0% |
| All | +675.5% | +198.6% | +476.9% | +150.3% |
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