+156.1%
HPQ vs MNST
+307.7%
-151.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.6% | -0.7% |
| 7D | -0.6% | -5.0% | +4.3% | +1.2% |
| 30D | -6.5% | +4.6% | -11.0% | -8.0% |
| 3M | -5.1% | +1.0% | -6.1% | -5.6% |
| 6M | +27.3% | +5.8% | +21.5% | +24.2% |
| YTD | +31.7% | +19.1% | +12.6% | +22.5% |
| 1Y | +13.0% | +30.9% | -17.9% | +1.2% |
| 3Y | +18.3% | +65.7% | -47.4% | -5.2% |
| 5Y | +7.4% | +99.0% | -91.6% | -21.9% |
| All | +156.1% | +307.7% | -151.6% | +53.2% |
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