+98.7%
INTC vs MNST
+301.8%
-203.1%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -4.4% | +12.1% | +9.5% |
| 7D | -14.4% | -3.4% | -11.0% | -13.4% |
| 30D | -50.2% | +6.6% | -56.9% | -52.1% |
| 3M | -43.6% | -2.9% | -40.7% | -43.9% |
| 6M | -50.2% | +18.4% | -68.6% | -55.1% |
| YTD | +52.5% | +19.3% | +33.3% | +36.9% |
| 1Y | +51.1% | +37.9% | +13.2% | +26.5% |
| 3Y | +50.3% | +62.9% | -12.6% | +13.3% |
| 5Y | +19.2% | +99.6% | -80.4% | -20.7% |
| All | +98.7% | +301.8% | -203.1% | +4.0% |
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