+438.9%
LLY vs MNST
+111.6%
+327.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.9% | -1.9% | -3.5% |
| 7D | -0.7% | +3.2% | -3.8% | -1.1% |
| 30D | +17.9% | +10.6% | +7.3% | +16.2% |
| 3M | +16.8% | +1.3% | +15.6% | +16.5% |
| 6M | +38.4% | +26.2% | +12.2% | +33.5% |
| YTD | +27.6% | +24.8% | +2.8% | +23.2% |
| 1Y | +48.3% | +40.9% | +7.4% | +40.5% |
| 3Y | +145.4% | +72.2% | +73.2% | +125.0% |
| 5Y | +438.9% | +108.8% | +330.1% | +362.5% |
| All | +438.9% | +111.6% | +327.3% | +362.5% |
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