+625.7%
BX vs MNST
+336.2%
+289.5%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.4% | -3.2% | -3.0% |
| 7D | -1.1% | -4.7% | +3.7% | +1.1% |
| 30D | +8.8% | +5.2% | +3.6% | +6.3% |
| 3M | -18.3% | -0.9% | -17.4% | -18.0% |
| 6M | -1.5% | +6.1% | -7.7% | -4.8% |
| YTD | -19.9% | +18.9% | -38.8% | -27.7% |
| 1Y | -14.5% | +29.3% | -43.8% | -26.2% |
| 3Y | +32.3% | +64.9% | -32.6% | -2.3% |
| 5Y | -1.1% | +98.0% | -99.1% | -34.9% |
| All | +625.7% | +336.2% | +289.5% | +302.0% |
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