+80.3%
MMM vs MNST
+301.8%
-221.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.4% | +3.0% | 0.0% |
| 7D | +6.2% | -3.4% | +9.6% | +7.4% |
| 30D | +14.2% | +6.6% | +7.6% | +12.0% |
| 3M | +2.9% | -2.9% | +5.8% | +3.7% |
| 6M | +27.6% | +18.4% | +9.1% | +20.4% |
| YTD | +17.3% | +19.3% | -2.0% | +10.1% |
| 1Y | +15.1% | +37.9% | -22.8% | +3.0% |
| 3Y | +157.1% | +62.9% | +94.2% | +114.9% |
| 5Y | +45.1% | +99.6% | -54.5% | +11.2% |
| All | +80.3% | +301.8% | -221.5% | +15.4% |
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