+333.2%
MNST vs ALL
+371.2%
-37.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | -6.9% | -2.6% | -4.3% | -6.0% |
| 30D | +3.7% | +12.7% | -9.0% | -0.4% |
| 3M | -0.3% | +0.4% | -0.7% | -0.5% |
| 6M | +5.1% | +23.8% | -18.7% | -3.0% |
| YTD | +18.4% | +27.8% | -9.4% | +7.7% |
| 1Y | +26.3% | +28.9% | -2.6% | +14.3% |
| 3Y | +64.3% | +113.9% | -49.6% | +19.7% |
| 5Y | +96.8% | +157.4% | -60.6% | +27.9% |
| 10Y | +333.2% | +369.0% | -35.8% | +146.8% |
| All | +333.2% | +371.2% | -37.9% | +146.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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