+25.2%
LQD vs MNST
+344.7%
-319.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.0% | -2.2% | -0.4% |
| 7D | -1.6% | +1.6% | -3.3% | -1.8% |
| 30D | +0.5% | +5.1% | -4.5% | +0.2% |
| 3M | -2.3% | -0.5% | -1.8% | -2.3% |
| 6M | -3.1% | +8.1% | -11.2% | -3.7% |
| YTD | -3.0% | +21.2% | -24.2% | -4.5% |
| 1Y | -2.6% | +30.7% | -33.3% | -4.6% |
| 3Y | +15.2% | +67.3% | -52.1% | +10.3% |
| 5Y | -5.2% | +101.9% | -107.0% | -10.9% |
| All | +25.2% | +344.7% | -319.5% | +12.6% |
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