+303.0%
MNST vs BUD
-9.0%
+312.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.5% | -3.0% | -3.9% |
| 7D | -3.4% | +4.5% | -7.9% | -4.8% |
| 30D | +6.6% | +12.5% | -5.9% | +2.6% |
| 3M | -2.9% | 0.0% | -2.9% | -3.0% |
| 6M | +18.4% | +3.8% | +14.6% | +16.8% |
| YTD | +19.3% | +33.1% | -13.8% | +8.5% |
| 1Y | +37.9% | +35.5% | +2.4% | +24.6% |
| 3Y | +62.9% | +49.4% | +13.5% | +40.8% |
| 5Y | +99.6% | +48.0% | +51.5% | +70.5% |
| All | +303.0% | -9.0% | +312.0% | +280.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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