+251.2%
MNST vs AZO
+296.8%
-45.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.8% |
| 7D | -1.0% | -3.6% | +2.6% | +0.2% |
| 30D | -5.6% | -5.6% | -0.1% | -3.9% |
| 3M | -5.7% | -6.6% | +1.0% | -4.0% |
| 6M | +12.0% | -22.5% | +34.5% | +20.3% |
| YTD | +13.2% | -15.2% | +28.4% | +17.6% |
| 1Y | +36.1% | -33.9% | +70.0% | +53.1% |
| 3Y | +52.9% | +11.8% | +41.1% | +42.0% |
| 5Y | +81.0% | +85.5% | -4.5% | +39.2% |
| All | +251.2% | +296.8% | -45.6% | +119.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 AZO 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