+354.7%
MNST vs ADSK
+255.5%
+99.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.9% | 0.0% | +1.5% |
| 7D | +1.6% | +1.0% | +0.6% | +1.4% |
| 30D | +5.1% | +14.4% | -9.3% | +1.5% |
| 3M | -0.5% | +2.5% | -3.0% | -1.5% |
| 6M | +8.1% | +14.5% | -6.3% | +3.3% |
| YTD | +21.2% | -10.7% | +31.9% | +22.5% |
| 1Y | +30.7% | -11.0% | +41.7% | +32.2% |
| 3Y | +67.3% | +25.9% | +41.4% | +49.0% |
| 5Y | +101.9% | -19.7% | +121.6% | +98.5% |
| All | +354.7% | +255.5% | +99.2% | +210.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ADSK.
Daily Out/Under-Performance
Portfolio return minus ADSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADSK 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 ADSK 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