+313.1%
MNST vs ALL
+367.3%
-54.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | 0.0% |
| 7D | -5.0% | -3.9% | -1.1% | -3.6% |
| 30D | +4.6% | +10.6% | -6.0% | +1.1% |
| 3M | +1.0% | -4.6% | +5.6% | +2.5% |
| 6M | +5.8% | +20.2% | -14.4% | -1.3% |
| YTD | +19.1% | +23.7% | -4.6% | +9.6% |
| 1Y | +30.9% | +27.9% | +3.0% | +18.9% |
| 3Y | +65.7% | +109.2% | -43.4% | +21.8% |
| 5Y | +99.0% | +148.0% | -49.0% | +31.4% |
| 10Y | +313.1% | +363.8% | -50.7% | +155.5% |
| All | +313.1% | +367.3% | -54.3% | +155.5% |
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