+241.7%
MNST vs BURL
+215.5%
+26.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.6% | -3.2% | -1.0% |
| 7D | -6.5% | -2.8% | -3.7% | -6.1% |
| 30D | -7.2% | -28.2% | +20.9% | -2.1% |
| 3M | -1.0% | -17.6% | +16.6% | +2.0% |
| 6M | +11.5% | -11.8% | +23.3% | +13.2% |
| YTD | +14.3% | -8.1% | +22.5% | +15.2% |
| 1Y | +38.1% | -12.0% | +50.1% | +39.3% |
| 3Y | +55.0% | +63.3% | -8.3% | +35.2% |
| 5Y | +79.6% | -10.8% | +90.4% | +71.1% |
| All | +241.7% | +215.5% | +26.3% | +140.0% |
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