+69.4%
LIN vs MNST
+123.4%
-54.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.3% | -0.7% | +1.5% |
| 7D | +3.3% | +6.8% | -3.5% | +1.2% |
| 30D | +8.8% | +12.0% | -3.3% | +4.9% |
| 3M | +8.6% | +3.5% | +5.1% | +7.3% |
| 6M | +7.0% | +29.7% | -22.6% | -2.1% |
| YTD | +24.3% | +27.2% | -2.9% | +13.9% |
| 1Y | +27.3% | +45.8% | -18.5% | +10.8% |
| 3Y | +38.9% | +75.5% | -36.6% | +11.4% |
| 5Y | +69.4% | +122.1% | -52.8% | +15.0% |
| All | +69.4% | +123.4% | -54.0% | +15.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling