+122.1%
MNST vs BURL
-10.9%
+133.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +7.7% | -4.4% | +2.4% |
| 7D | +6.8% | +10.4% | -3.6% | +5.5% |
| 30D | +12.0% | -4.9% | +17.0% | +12.6% |
| 3M | +3.5% | -29.8% | +33.3% | +7.8% |
| 6M | +29.7% | -16.5% | +46.1% | +32.0% |
| YTD | +27.2% | -10.5% | +37.7% | +28.3% |
| 1Y | +45.8% | -5.3% | +51.1% | +45.7% |
| 3Y | +75.5% | +95.1% | -19.6% | +53.5% |
| 5Y | +122.1% | -12.1% | +134.2% | +116.0% |
| All | +122.1% | -10.9% | +133.1% | +116.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling