+248.4%
MNST vs BR
+185.2%
+63.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | -3.6% | -5.0% | +1.5% | -1.6% |
| 30D | -6.3% | -2.5% | -3.8% | -5.4% |
| 3M | -5.0% | +13.5% | -18.4% | -10.1% |
| 6M | +13.1% | -9.4% | +22.6% | +16.8% |
| YTD | +11.8% | -23.3% | +35.0% | +23.1% |
| 1Y | +35.2% | -31.6% | +66.9% | +56.6% |
| 3Y | +52.0% | -5.1% | +57.1% | +48.4% |
| 5Y | +77.9% | +8.2% | +69.7% | +59.2% |
| 10Y | +248.4% | +189.8% | +58.6% | +101.9% |
| All | +248.4% | +185.2% | +63.2% | +101.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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