+241.7%
MNST vs BP
+123.0%
+118.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.7% |
| 7D | -6.5% | +3.9% | -10.4% | -7.0% |
| 30D | -7.2% | +7.6% | -14.8% | -8.2% |
| 3M | -1.0% | +0.7% | -1.7% | -1.3% |
| 6M | +11.5% | +15.5% | -4.0% | +8.3% |
| YTD | +14.3% | +30.8% | -16.5% | +8.6% |
| 1Y | +38.1% | +34.3% | +3.8% | +30.4% |
| 3Y | +55.0% | +35.1% | +19.9% | +44.5% |
| 5Y | +79.6% | +126.8% | -47.2% | +47.4% |
| All | +241.7% | +123.0% | +118.7% | +171.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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