+313.1%
MNST vs BN
+289.4%
+23.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.8% | -4.0% | -1.4% |
| 7D | -5.0% | +3.6% | -8.6% | -6.1% |
| 30D | +4.6% | +15.9% | -11.3% | -0.4% |
| 3M | +1.0% | -2.3% | +3.4% | +1.6% |
| 6M | +5.8% | -8.4% | +14.2% | +8.3% |
| YTD | +19.1% | -5.9% | +24.9% | +19.9% |
| 1Y | +30.9% | -5.6% | +36.5% | +31.4% |
| 3Y | +65.7% | +104.2% | -38.5% | +20.4% |
| 5Y | +99.0% | +35.5% | +63.5% | +66.3% |
| 10Y | +313.1% | +285.2% | +27.8% | +113.8% |
| All | +313.1% | +289.4% | +23.7% | +113.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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