+1,020.3%
MNST vs BURL
+1,021.0%
-0.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +7.7% | -4.4% | +2.1% |
| 7D | +6.8% | +10.4% | -3.6% | +5.1% |
| 30D | +12.0% | -4.9% | +17.0% | +12.9% |
| 3M | +3.5% | -29.8% | +33.3% | +9.2% |
| 6M | +29.7% | -16.5% | +46.1% | +32.6% |
| YTD | +27.2% | -10.5% | +37.7% | +28.4% |
| 1Y | +45.8% | -5.3% | +51.1% | +45.3% |
| 3Y | +75.5% | +95.1% | -19.6% | +49.1% |
| 5Y | +122.1% | -12.1% | +134.2% | +111.3% |
| 10Y | +332.6% | +273.2% | +59.4% | +205.1% |
| All | +1,020.3% | +1,021.0% | -0.7% | +608.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling