+1,612.0%
LLY vs MNST
+242.3%
+1,369.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.7% |
| 7D | -2.1% | -6.5% | +4.3% | -0.6% |
| 30D | -1.6% | -7.2% | +5.6% | +0.1% |
| 3M | +2.3% | -1.0% | +3.3% | +2.5% |
| 6M | +14.9% | +11.5% | +3.4% | +11.4% |
| YTD | +7.5% | +14.3% | -6.8% | +3.4% |
| 1Y | +55.7% | +38.1% | +17.6% | +42.7% |
| 3Y | +110.6% | +55.0% | +55.6% | +84.9% |
| 5Y | +363.4% | +79.6% | +283.8% | +284.2% |
| All | +1,612.0% | +242.3% | +1,369.7% | +1,127.0% |
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 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