+120.2%
BKR vs MNST
+253.9%
-133.7%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.8% |
| 7D | -7.0% | -1.0% | -6.0% | -6.7% |
| 30D | -8.1% | -5.6% | -2.5% | -6.7% |
| 3M | -6.6% | -5.7% | -0.9% | -5.3% |
| 6M | +0.9% | +12.0% | -11.1% | -3.6% |
| YTD | +31.1% | +13.2% | +17.9% | +24.6% |
| 1Y | +27.7% | +36.1% | -8.3% | +13.9% |
| 3Y | +71.2% | +52.9% | +18.3% | +44.5% |
| 5Y | +177.6% | +81.0% | +96.7% | +115.3% |
| All | +120.2% | +253.9% | -133.7% | +37.5% |
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