+333.2%
MNST vs B
+203.3%
+129.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.3% |
| 7D | -6.9% | -2.7% | -4.2% | -6.7% |
| 30D | +3.7% | -4.3% | +8.1% | +4.0% |
| 3M | -0.3% | -2.3% | +2.0% | -0.3% |
| 6M | +5.1% | -16.2% | +21.3% | +6.3% |
| YTD | +18.4% | -8.8% | +27.3% | +18.4% |
| 1Y | +26.3% | +11.4% | +14.9% | +23.8% |
| 3Y | +64.3% | +174.3% | -110.0% | +45.9% |
| 5Y | +96.8% | +116.2% | -19.4% | +76.0% |
| 10Y | +333.2% | +222.7% | +110.5% | +271.0% |
| All | +333.2% | +203.3% | +129.9% | +271.0% |
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