+2,766.2%
MNST vs BIL
+30.3%
+2,735.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.8% |
| 7D | +3.2% | -0.3% | +3.5% | +2.0% |
| 30D | +10.6% | 0.0% | +10.6% | +10.5% |
| 3M | +1.3% | +0.3% | +1.0% | +2.7% |
| 6M | +26.2% | +1.2% | +25.0% | +32.9% |
| YTD | +24.8% | +2.4% | +22.3% | +38.6% |
| 1Y | +40.9% | +3.0% | +37.9% | +60.6% |
| 3Y | +72.2% | +13.1% | +59.0% | +198.6% |
| 5Y | +108.8% | +19.4% | +89.4% | +359.8% |
| 10Y | +324.4% | +25.2% | +299.3% | +1,057.9% |
| All | +2,766.2% | +30.3% | +2,735.9% | +6,451.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL 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 all: compounded portfolio wealth divided by compounded BIL 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…
all analysis · Full analysis span regression · 6 months rolling