+240.4%
MNST vs BB
+3.3%
+237.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.2% | -3.7% | -1.7% |
| 7D | -4.1% | +0.5% | -4.6% | -4.1% |
| 30D | -4.5% | -12.4% | +7.9% | -3.7% |
| 3M | -2.5% | -15.3% | +12.8% | -1.8% |
| 6M | +14.1% | +128.8% | -114.6% | +5.7% |
| YTD | +12.6% | +107.7% | -95.1% | +4.9% |
| 1Y | +36.9% | +103.9% | -66.9% | +27.3% |
| 3Y | +53.1% | +72.6% | -19.5% | +40.3% |
| 5Y | +78.2% | -24.3% | +102.5% | +70.5% |
| 10Y | +240.4% | +3.1% | +237.2% | +162.6% |
| All | +240.4% | +3.3% | +237.1% | +162.6% |
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