+346.0%
MNST vs B
+218.7%
+127.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.1% | +3.5% | +0.6% |
| 7D | -4.7% | -6.2% | +1.5% | -4.2% |
| 30D | +5.2% | -6.6% | +11.8% | +5.7% |
| 3M | -0.9% | -7.9% | +7.0% | -0.4% |
| 6M | +6.1% | -16.8% | +22.9% | +7.4% |
| YTD | +18.9% | -11.7% | +30.5% | +19.1% |
| 1Y | +29.3% | +3.5% | +25.8% | +27.7% |
| 3Y | +64.9% | +165.7% | -100.8% | +46.9% |
| 5Y | +98.0% | +108.4% | -10.4% | +77.7% |
| All | +346.0% | +218.7% | +127.3% | +283.5% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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