+313.1%
MNST vs BB
+33.0%
+280.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.5% | -5.7% | -0.6% |
| 7D | -5.0% | +15.0% | -19.9% | -5.9% |
| 30D | +4.6% | +3.5% | +1.1% | +4.1% |
| 3M | +1.0% | +2.7% | -1.7% | +0.3% |
| 6M | +5.8% | +44.7% | -39.0% | +1.5% |
| YTD | +19.1% | +143.3% | -124.2% | +9.3% |
| 1Y | +30.9% | +102.2% | -71.3% | +21.8% |
| 3Y | +65.7% | +156.1% | -90.4% | +46.9% |
| 5Y | +99.0% | -17.6% | +116.6% | +88.7% |
| 10Y | +313.1% | +29.0% | +284.1% | +215.8% |
| All | +313.1% | +33.0% | +280.0% | +215.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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