+707.7%
BE vs MNST
+198.2%
+509.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.4% | -4.0% | -3.8% |
| 7D | +20.5% | -4.7% | +25.3% | +23.2% |
| 30D | -23.4% | +5.2% | -28.6% | -25.8% |
| 3M | -14.9% | -0.9% | -14.0% | -15.6% |
| 6M | -28.1% | +6.1% | -34.2% | -32.1% |
| YTD | +132.4% | +18.9% | +113.5% | +104.5% |
| 1Y | +59.4% | +29.3% | +30.0% | +33.0% |
| 3Y | +1,815.8% | +64.9% | +1,751.0% | +1,176.3% |
| 5Y | +491.3% | +98.0% | +393.3% | +230.7% |
| All | +707.7% | +198.2% | +509.5% | +160.9% |
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