+354.7%
MNST vs ALL
+377.9%
-23.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.4% | +1.6% | +1.8% |
| 7D | +1.6% | +5.0% | -3.4% | -0.1% |
| 30D | +5.1% | +13.3% | -8.3% | +0.7% |
| 3M | -0.5% | +3.2% | -3.6% | -1.6% |
| 6M | +8.1% | +25.3% | -17.2% | -0.6% |
| YTD | +21.2% | +30.5% | -9.3% | +9.4% |
| 1Y | +30.7% | +29.2% | +1.5% | +18.3% |
| 3Y | +67.3% | +119.1% | -51.8% | +20.7% |
| 5Y | +101.9% | +162.6% | -60.8% | +30.1% |
| All | +354.7% | +377.9% | -23.2% | +149.5% |
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