+654.4%
GOOG vs MNST
+305.0%
+349.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.1% |
| 7D | +2.4% | -3.9% | +6.3% | +4.0% |
| 30D | -18.1% | +3.9% | -22.0% | -19.6% |
| 3M | -19.9% | -0.8% | -19.1% | -20.0% |
| 6M | -28.2% | +5.1% | -33.2% | -30.2% |
| YTD | -9.0% | +18.3% | -27.3% | -16.6% |
| 1Y | -1.7% | +29.5% | -31.2% | -13.4% |
| 3Y | +114.5% | +64.0% | +50.5% | +65.3% |
| 5Y | +96.2% | +97.2% | -1.0% | +36.1% |
| 10Y | +654.4% | +328.4% | +325.9% | +307.8% |
| All | +654.4% | +305.0% | +349.3% | +307.8% |
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