+77.9%
MNST vs BLK
+31.1%
+46.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | 0.0% |
| 7D | -3.6% | -2.7% | -0.9% | -2.7% |
| 30D | -6.3% | -4.8% | -1.5% | -4.8% |
| 3M | -5.0% | +6.5% | -11.4% | -7.0% |
| 6M | +13.1% | +13.1% | 0.0% | +8.3% |
| YTD | +11.8% | +1.8% | +9.9% | +10.0% |
| 1Y | +35.2% | -1.0% | +36.2% | +34.0% |
| 3Y | +52.0% | +66.0% | -14.0% | +20.4% |
| 5Y | +77.9% | +31.2% | +46.6% | +55.5% |
| All | +77.9% | +31.1% | +46.8% | +55.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 5y: compounded portfolio wealth divided by compounded BLK 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…
5y analysis · Full analysis span regression · 6 months rolling