+173.1%
MNST vs BBIO
+136.7%
+36.4%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | -1.0% | -3.2% | +2.2% | -0.8% |
| 30D | -5.6% | -13.6% | +8.0% | -4.8% |
| 3M | -5.7% | +7.2% | -12.9% | -6.2% |
| 6M | +12.0% | +1.5% | +10.5% | +11.6% |
| YTD | +13.2% | -5.3% | +18.5% | +13.1% |
| 1Y | +36.1% | +37.7% | -1.7% | +32.6% |
| 3Y | +52.9% | +153.9% | -101.0% | +41.1% |
| 5Y | +81.0% | +43.9% | +37.1% | +56.2% |
| All | +173.1% | +136.7% | +36.4% | +107.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BBIO.
Daily Out/Under-Performance
Portfolio return minus BBIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBIO 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 BBIO 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