+328.4%
MNST vs ALL
+372.0%
-43.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.9% | -3.5% | -1.7% |
| 7D | -3.9% | -0.1% | -3.8% | -3.8% |
| 30D | +3.9% | +13.8% | -9.9% | -0.6% |
| 3M | -0.8% | -2.8% | +1.9% | 0.0% |
| 6M | +5.1% | +23.7% | -18.6% | -2.9% |
| YTD | +18.3% | +27.3% | -9.0% | +7.7% |
| 1Y | +29.5% | +30.5% | -1.1% | +16.7% |
| 3Y | +64.0% | +113.0% | -49.0% | +19.7% |
| 5Y | +97.2% | +157.6% | -60.4% | +28.0% |
| 10Y | +328.4% | +368.4% | -39.9% | +144.7% |
| All | +328.4% | +372.0% | -43.5% | +144.7% |
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