+207.0%
C vs MNST
+344.7%
-137.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.0% | -2.0% | -0.8% |
| 7D | +4.2% | +1.6% | +2.5% | +3.5% |
| 30D | +2.0% | +5.1% | -3.1% | 0.0% |
| 3M | -10.1% | -0.5% | -9.6% | -10.3% |
| 6M | +1.0% | +8.1% | -7.1% | -2.6% |
| YTD | +8.5% | +21.2% | -12.7% | -0.9% |
| 1Y | +25.7% | +30.7% | -5.0% | +11.4% |
| 3Y | +216.0% | +67.3% | +148.7% | +147.0% |
| 5Y | +112.3% | +101.9% | +10.4% | +48.1% |
| All | +207.0% | +344.7% | -137.7% | +76.0% |
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