+251.2%
MNST vs BNY
+416.3%
-165.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -1.0% | -1.3% | +0.4% | -0.6% |
| 30D | -5.6% | -0.2% | -5.4% | -5.6% |
| 3M | -5.7% | +14.9% | -20.6% | -9.6% |
| 6M | +12.0% | +40.0% | -28.0% | +1.0% |
| YTD | +13.2% | +42.0% | -28.8% | +1.3% |
| 1Y | +36.1% | +56.9% | -20.8% | +17.9% |
| 3Y | +52.9% | +289.9% | -237.0% | -1.5% |
| 5Y | +81.0% | +259.2% | -178.2% | +17.5% |
| All | +251.2% | +416.3% | -165.1% | +102.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 BNY 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