+303.0%
MNST vs BURL
+252.7%
+50.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.6% | -2.8% | -4.1% |
| 7D | -3.4% | +4.1% | -7.5% | -4.1% |
| 30D | +6.6% | -9.5% | +16.1% | +8.3% |
| 3M | -2.9% | -33.5% | +30.6% | +3.5% |
| 6M | +18.4% | -22.1% | +40.5% | +22.6% |
| YTD | +19.3% | -14.6% | +33.8% | +21.4% |
| 1Y | +37.9% | -8.4% | +46.3% | +38.1% |
| 3Y | +62.9% | +86.6% | -23.7% | +38.2% |
| 5Y | +99.6% | -17.2% | +116.7% | +92.3% |
| All | +303.0% | +252.7% | +50.3% | +178.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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