+2,024.1%
LLY vs MNST
+305.0%
+1,719.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +1.6% |
| 7D | +1.6% | -3.9% | +5.5% | +2.6% |
| 30D | +21.5% | +3.9% | +17.6% | +20.4% |
| 3M | +16.4% | -0.8% | +17.2% | +16.6% |
| 6M | +51.5% | +5.1% | +46.4% | +49.4% |
| YTD | +33.9% | +18.3% | +15.6% | +27.7% |
| 1Y | +49.1% | +29.5% | +19.6% | +38.9% |
| 3Y | +144.6% | +64.0% | +80.6% | +111.4% |
| 5Y | +466.3% | +97.2% | +369.2% | +355.8% |
| 10Y | +2,024.1% | +328.4% | +1,695.7% | +1,308.3% |
| All | +2,024.1% | +305.0% | +1,719.1% | +1,308.3% |
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