+34.7%
DIS vs MNST
+320.3%
-285.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.9% | +0.4% | -0.8% |
| 7D | +5.7% | +3.2% | +2.5% | +4.5% |
| 30D | +12.7% | +10.6% | +2.1% | +8.7% |
| 3M | +15.2% | +1.3% | +13.9% | +14.5% |
| 6M | +17.6% | +26.2% | -8.6% | +7.4% |
| YTD | +3.8% | +24.8% | -20.9% | -5.0% |
| 1Y | +6.8% | +40.9% | -34.2% | -6.8% |
| 3Y | +42.1% | +72.2% | -30.1% | +12.8% |
| 5Y | -31.2% | +108.8% | -140.0% | -50.4% |
| All | +34.7% | +320.3% | -285.6% | -19.6% |
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