+71.3%
MNST vs BOXX
+18.5%
+52.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.6% |
| 7D | -1.0% | +0.1% | -1.0% | -1.0% |
| 30D | -5.6% | +0.3% | -5.9% | -6.1% |
| 3M | -5.7% | +1.0% | -6.7% | -7.2% |
| 6M | +12.0% | +1.9% | +10.0% | +9.1% |
| YTD | +13.2% | +2.7% | +10.5% | +9.8% |
| 1Y | +36.1% | +4.0% | +32.0% | +31.5% |
| 3Y | +52.9% | +14.7% | +38.2% | +65.6% |
| All | +71.3% | +18.5% | +52.9% | +154.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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