+679.5%
BX vs MNST
+240.5%
+438.9%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -0.9% |
| 7D | -2.0% | -4.1% | +2.1% | -0.1% |
| 30D | -2.3% | -4.5% | +2.2% | -0.3% |
| 3M | +18.5% | -2.5% | +21.0% | +19.4% |
| 6M | +23.7% | +14.1% | +9.6% | +14.6% |
| YTD | -10.4% | +12.6% | -22.9% | -16.9% |
| 1Y | -19.6% | +36.9% | -56.5% | -33.0% |
| 3Y | +30.8% | +53.1% | -22.3% | +0.4% |
| 5Y | +24.3% | +78.2% | -53.9% | -13.3% |
| 10Y | +679.5% | +240.4% | +439.1% | +353.2% |
| All | +679.5% | +240.5% | +438.9% | +353.2% |
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