+306.4%
CSCO vs MNST
+301.8%
+4.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.4% | +2.5% | -0.4% |
| 7D | -10.2% | -3.4% | -6.8% | -9.1% |
| 30D | -20.1% | +6.6% | -26.7% | -22.0% |
| 3M | -22.1% | -2.9% | -19.2% | -21.7% |
| 6M | +3.2% | +18.4% | -15.3% | -4.1% |
| YTD | +24.1% | +19.3% | +4.8% | +14.4% |
| 1Y | +34.6% | +37.9% | -3.3% | +17.1% |
| 3Y | +90.0% | +62.9% | +27.1% | +52.2% |
| 5Y | +88.6% | +99.6% | -11.0% | +35.7% |
| All | +306.4% | +301.8% | +4.6% | +134.3% |
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