+240.4%
MNST vs BAX
-36.7%
+277.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.8% | +2.2% | -0.6% |
| 7D | -4.1% | -2.4% | -1.7% | -3.5% |
| 30D | -4.5% | -9.7% | +5.2% | -2.0% |
| 3M | -2.5% | +29.3% | -31.7% | -9.3% |
| 6M | +14.1% | +40.7% | -26.5% | +3.4% |
| YTD | +12.6% | +30.3% | -17.7% | +2.9% |
| 1Y | +36.9% | +3.4% | +33.5% | +32.7% |
| 3Y | +53.1% | -32.0% | +85.1% | +62.4% |
| 5Y | +78.2% | -66.9% | +145.1% | +144.4% |
| 10Y | +240.4% | -37.1% | +277.5% | +265.0% |
| All | +240.4% | -36.7% | +277.1% | +265.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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