+2,006.3%
LLY vs MNST
+316.3%
+1,690.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.2% | +4.5% | +4.3% |
| 7D | +0.1% | -5.0% | +5.0% | +1.3% |
| 30D | +19.7% | +4.6% | +15.1% | +18.5% |
| 3M | +19.3% | +1.0% | +18.2% | +18.9% |
| 6M | +49.3% | +5.8% | +43.6% | +47.0% |
| YTD | +32.0% | +19.1% | +13.0% | +25.7% |
| 1Y | +53.7% | +30.9% | +22.8% | +42.9% |
| 3Y | +143.7% | +65.7% | +78.0% | +110.2% |
| 5Y | +463.9% | +99.0% | +364.9% | +353.3% |
| 10Y | +2,006.3% | +313.1% | +1,693.3% | +1,318.3% |
| All | +2,006.3% | +316.3% | +1,690.0% | +1,318.3% |
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