+219.1%
JNJ vs MNST
+336.2%
-117.0%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.0% |
| 7D | +4.1% | -4.7% | +8.8% | +5.3% |
| 30D | +14.0% | +5.2% | +8.8% | +12.6% |
| 3M | +9.2% | -0.9% | +10.1% | +9.3% |
| 6M | +27.8% | +6.1% | +21.6% | +25.6% |
| YTD | +39.2% | +18.9% | +20.3% | +32.4% |
| 1Y | +49.1% | +29.3% | +19.8% | +38.7% |
| 3Y | +109.7% | +64.9% | +44.8% | +81.0% |
| 5Y | +97.6% | +98.0% | -0.4% | +59.7% |
| All | +219.1% | +336.2% | -117.0% | +121.1% |
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