+195.7%
JNJ vs MNST
+240.5%
-44.9%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.7% | -1.9% |
| 7D | -0.8% | -4.1% | +3.3% | +0.2% |
| 30D | +4.3% | -4.5% | +8.8% | +5.5% |
| 3M | +16.5% | -2.5% | +18.9% | +17.0% |
| 6M | +13.1% | +14.1% | -1.0% | +9.0% |
| YTD | +32.1% | +12.6% | +19.6% | +27.5% |
| 1Y | +54.5% | +36.9% | +17.5% | +41.6% |
| 3Y | +82.5% | +53.1% | +29.4% | +60.7% |
| 5Y | +80.0% | +78.2% | +1.8% | +50.2% |
| 10Y | +195.7% | +240.4% | -44.7% | +111.3% |
| All | +195.7% | +240.5% | -44.9% | +111.3% |
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