+622.2%
GOOGL vs MNST
+316.3%
+305.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.3% |
| 7D | +3.3% | -5.0% | +8.2% | +5.3% |
| 30D | -18.1% | +4.6% | -22.6% | -19.8% |
| 3M | -18.6% | +1.0% | -19.6% | -19.3% |
| 6M | -28.0% | +5.8% | -33.8% | -30.3% |
| YTD | -7.8% | +19.1% | -26.8% | -15.6% |
| 1Y | +3.6% | +30.9% | -27.3% | -9.1% |
| 3Y | +123.4% | +65.7% | +57.6% | +71.5% |
| 5Y | +95.3% | +99.0% | -3.6% | +35.2% |
| 10Y | +622.2% | +313.1% | +309.1% | +293.4% |
| All | +622.2% | +316.3% | +305.9% | +293.4% |
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