+2,043.2%
LLY vs MNST
+301.8%
+1,741.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.4% | +3.6% | +0.3% |
| 7D | -4.5% | -3.4% | -1.1% | -3.7% |
| 30D | +13.9% | +6.6% | +7.3% | +12.2% |
| 3M | +13.8% | -2.9% | +16.6% | +14.5% |
| 6M | +37.6% | +18.4% | +19.2% | +31.5% |
| YTD | +26.6% | +19.3% | +7.3% | +20.6% |
| 1Y | +45.3% | +37.9% | +7.4% | +33.4% |
| 3Y | +132.2% | +62.9% | +69.3% | +101.7% |
| 5Y | +434.7% | +99.6% | +335.1% | +330.5% |
| All | +2,043.2% | +301.8% | +1,741.4% | +1,366.9% |
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