+308.5%
CSCO vs MNST
+344.7%
-36.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +2.0% | -8.2% | -6.9% |
| 7D | +1.9% | +1.6% | +0.3% | +1.3% |
| 30D | -15.8% | +5.1% | -20.9% | -17.5% |
| 3M | -15.4% | -0.5% | -14.9% | -15.7% |
| 6M | -5.4% | +8.1% | -13.5% | -8.9% |
| YTD | +26.5% | +21.2% | +5.3% | +15.9% |
| 1Y | +25.9% | +30.7% | -4.8% | +11.9% |
| 3Y | +97.5% | +67.3% | +30.2% | +56.4% |
| 5Y | +93.0% | +101.9% | -8.8% | +38.1% |
| All | +308.5% | +344.7% | -36.2% | +131.1% |
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