+223.5%
C vs MNST
+301.8%
-78.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.4% | +4.9% | +2.1% |
| 7D | -2.4% | -3.4% | +1.0% | -1.2% |
| 30D | -6.0% | +6.6% | -12.6% | -8.3% |
| 3M | -10.5% | -2.9% | -7.7% | -10.0% |
| 6M | -5.7% | +18.4% | -24.2% | -12.5% |
| YTD | +4.1% | +19.3% | -15.1% | -4.1% |
| 1Y | +20.5% | +37.9% | -17.4% | +4.5% |
| 3Y | +208.1% | +62.9% | +145.2% | +144.6% |
| 5Y | +110.4% | +99.6% | +10.8% | +48.3% |
| All | +223.5% | +301.8% | -78.3% | +87.3% |
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