+60.1%
BMY vs MNST
+344.7%
-284.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.0% | -0.2% | +1.3% |
| 7D | +2.1% | +1.6% | +0.5% | +1.6% |
| 30D | +7.0% | +5.1% | +1.9% | +5.7% |
| 3M | -0.9% | -0.5% | -0.4% | -0.9% |
| 6M | +14.9% | +8.1% | +6.8% | +12.3% |
| YTD | +22.8% | +21.2% | +1.6% | +15.9% |
| 1Y | +36.2% | +30.7% | +5.5% | +25.9% |
| 3Y | +45.7% | +67.3% | -21.6% | +24.9% |
| 5Y | +31.3% | +101.9% | -70.6% | +5.3% |
| All | +60.1% | +344.7% | -284.6% | +8.8% |
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