+251.2%
MNST vs BRKR
+155.3%
+95.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +1.0% | +0.8% |
| 7D | -1.0% | -8.7% | +7.7% | +0.9% |
| 30D | -5.6% | -9.9% | +4.2% | -3.8% |
| 3M | -5.7% | -3.1% | -2.6% | -6.6% |
| 6M | +12.0% | +45.5% | -33.5% | -0.5% |
| YTD | +13.2% | +13.7% | -0.5% | +6.1% |
| 1Y | +36.1% | +67.4% | -31.4% | +14.8% |
| 3Y | +52.9% | -13.2% | +66.1% | +44.8% |
| 5Y | +81.0% | -39.5% | +120.5% | +88.0% |
| All | +251.2% | +155.3% | +95.8% | +143.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 BRKR 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