+354.7%
MNST vs BN
+290.8%
+63.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.6% | +3.6% | +2.5% |
| 7D | +1.6% | -1.0% | +2.6% | +1.9% |
| 30D | +5.1% | +14.0% | -8.9% | +0.6% |
| 3M | -0.5% | -9.0% | +8.5% | +2.4% |
| 6M | +8.1% | -8.8% | +17.0% | +10.8% |
| YTD | +21.2% | -10.3% | +31.5% | +23.9% |
| 1Y | +30.7% | -5.8% | +36.5% | +31.4% |
| 3Y | +67.3% | +94.8% | -27.5% | +23.4% |
| 5Y | +101.9% | +31.5% | +70.4% | +70.2% |
| All | +354.7% | +290.8% | +63.9% | +136.2% |
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