+346.0%
MNST vs BP
+141.7%
+204.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.9% | +0.2% |
| 7D | -4.7% | +2.5% | -7.2% | -5.1% |
| 30D | +5.2% | -5.6% | +10.8% | +6.0% |
| 3M | -0.9% | +8.0% | -8.9% | -2.2% |
| 6M | +6.1% | +5.7% | +0.5% | +4.8% |
| YTD | +18.9% | +36.8% | -18.0% | +12.1% |
| 1Y | +29.3% | +30.7% | -1.4% | +22.8% |
| 3Y | +64.9% | +51.6% | +13.3% | +50.9% |
| 5Y | +98.0% | +112.2% | -14.2% | +65.9% |
| All | +346.0% | +141.7% | +204.3% | +275.8% |
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