+293.4%
C vs MNST
+242.3%
+51.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.1% |
| 7D | +3.6% | -6.5% | +10.1% | +6.1% |
| 30D | +0.1% | -7.2% | +7.3% | +2.6% |
| 3M | +2.4% | -1.0% | +3.4% | +2.4% |
| 6M | +24.9% | +11.5% | +13.4% | +18.7% |
| YTD | +19.8% | +14.3% | +5.5% | +12.3% |
| 1Y | +44.9% | +38.1% | +6.7% | +25.4% |
| 3Y | +263.0% | +55.0% | +208.0% | +193.9% |
| 5Y | +129.5% | +79.6% | +49.9% | +69.8% |
| All | +293.4% | +242.3% | +51.1% | +144.4% |
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