+767.4%
GOOG vs MNST
+251.4%
+516.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.4% |
| 7D | -2.5% | -2.2% | -0.3% | -1.6% |
| 30D | -3.6% | -5.4% | +1.7% | -1.5% |
| 3M | -6.4% | -5.5% | -0.9% | -4.6% |
| 6M | +7.8% | +12.4% | -4.6% | +1.6% |
| YTD | +5.5% | +12.4% | -6.9% | -0.9% |
| 1Y | +38.3% | +37.2% | +1.1% | +18.4% |
| 3Y | +143.1% | +52.9% | +90.2% | +93.4% |
| 5Y | +135.0% | +79.7% | +55.3% | +70.4% |
| All | +767.4% | +251.4% | +516.0% | +400.2% |
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