+333.2%
MNST vs AVAV
+360.4%
-27.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | +0.1% |
| 7D | -6.9% | +9.9% | -16.7% | -7.5% |
| 30D | +3.7% | -5.4% | +9.2% | +3.9% |
| 3M | -0.3% | -36.5% | +36.3% | +2.4% |
| 6M | +5.1% | -25.3% | +30.3% | +5.8% |
| YTD | +18.4% | -48.6% | +67.0% | +21.3% |
| 1Y | +26.3% | -62.1% | +88.4% | +32.5% |
| 3Y | +64.3% | +2.3% | +61.9% | +49.5% |
| 5Y | +96.8% | +35.4% | +61.4% | +67.1% |
| 10Y | +333.2% | +345.1% | -11.9% | +222.2% |
| All | +333.2% | +360.4% | -27.2% | +222.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 AVAV 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