+745.8%
GOOGL vs MNST
+241.8%
+503.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.9% |
| 7D | -2.3% | -6.5% | +4.2% | +0.4% |
| 30D | -6.6% | -7.2% | +0.7% | -3.8% |
| 3M | -8.9% | -1.0% | -7.9% | -9.0% |
| 6M | +11.9% | +11.5% | +0.4% | +5.9% |
| YTD | +8.3% | +14.3% | -6.0% | +1.2% |
| 1Y | +46.2% | +38.1% | +8.1% | +25.0% |
| 3Y | +151.9% | +55.0% | +96.9% | +99.5% |
| 5Y | +137.7% | +79.6% | +58.1% | +72.7% |
| All | +745.8% | +241.8% | +503.9% | +393.4% |
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