+313.1%
MNST vs BP
+132.1%
+180.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -5.0% | -6.9% | +1.9% | -4.0% |
| 30D | +4.6% | -3.6% | +8.2% | +5.0% |
| 3M | +1.0% | +8.4% | -7.4% | -0.4% |
| 6M | +5.8% | +5.3% | +0.4% | +4.5% |
| YTD | +19.1% | +33.2% | -14.1% | +12.7% |
| 1Y | +30.9% | +28.2% | +2.7% | +24.6% |
| 3Y | +65.7% | +49.2% | +16.5% | +51.9% |
| 5Y | +99.0% | +102.9% | -3.9% | +67.9% |
| 10Y | +313.1% | +127.7% | +185.4% | +240.8% |
| All | +313.1% | +132.1% | +180.9% | +240.8% |
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