+324.2%
CSCO vs MNST
+305.0%
+19.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.3% |
| 7D | -4.7% | -3.9% | -0.8% | -3.3% |
| 30D | -17.1% | +3.9% | -21.0% | -18.4% |
| 3M | -19.6% | -0.8% | -18.8% | -19.8% |
| 6M | +2.4% | +5.1% | -2.7% | -0.4% |
| YTD | +29.8% | +18.3% | +11.5% | +20.0% |
| 1Y | +38.7% | +29.5% | +9.2% | +23.7% |
| 3Y | +101.3% | +64.0% | +37.3% | +60.6% |
| 5Y | +94.8% | +97.2% | -2.3% | +40.7% |
| 10Y | +324.2% | +328.4% | -4.2% | +144.4% |
| All | +324.2% | +305.0% | +19.2% | +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