+138.4%
HON vs MNST
+240.5%
-102.2%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.9% | -0.1% |
| 7D | -0.8% | -4.1% | +3.3% | +0.6% |
| 30D | -15.2% | -4.5% | -10.7% | -13.9% |
| 3M | -6.0% | -2.5% | -3.5% | -5.5% |
| 6M | -14.9% | +14.1% | -29.0% | -19.7% |
| YTD | +3.2% | +12.6% | -9.4% | -2.5% |
| 1Y | 0.0% | +36.9% | -36.9% | -12.6% |
| 3Y | +21.5% | +53.1% | -31.6% | -0.1% |
| 5Y | +4.0% | +78.2% | -74.2% | -21.0% |
| 10Y | +138.4% | +240.4% | -102.0% | +51.7% |
| All | +138.4% | +240.5% | -102.2% | +51.7% |
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