+156.1%
HPQ vs MNST
+344.7%
-188.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.0% | -0.3% | +1.0% |
| 7D | +3.2% | +1.6% | +1.5% | +2.6% |
| 30D | -3.6% | +5.1% | -8.7% | -5.3% |
| 3M | -5.3% | -0.5% | -4.8% | -5.4% |
| 6M | +41.1% | +8.1% | +33.0% | +36.7% |
| YTD | +36.9% | +21.2% | +15.7% | +26.4% |
| 1Y | +23.5% | +30.7% | -7.2% | +10.8% |
| 3Y | +19.6% | +67.3% | -47.7% | -4.6% |
| 5Y | +11.4% | +101.9% | -90.5% | -19.5% |
| All | +156.1% | +344.7% | -188.6% | +49.5% |
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