+333.2%
MNST vs AR
+58.9%
+274.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | +0.1% |
| 7D | -6.9% | +2.1% | -9.0% | -7.0% |
| 30D | +3.7% | +4.5% | -0.8% | +3.5% |
| 3M | -0.3% | +1.0% | -1.3% | -0.4% |
| 6M | +5.1% | +4.4% | +0.7% | +4.7% |
| YTD | +18.4% | +10.9% | +7.5% | +17.5% |
| 1Y | +26.3% | +8.6% | +17.7% | +25.3% |
| 3Y | +64.3% | +48.5% | +15.8% | +59.4% |
| 5Y | +96.8% | +95.7% | +1.1% | +85.8% |
| 10Y | +333.2% | +55.5% | +277.8% | +286.3% |
| All | +333.2% | +58.9% | +274.3% | +286.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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