+103.4%
MNST vs COMP
-52.0%
+155.4%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.7% | +0.3% | +1.8% |
| 7D | +1.6% | 0.0% | +1.6% | +1.6% |
| 30D | +5.1% | +16.6% | -11.5% | +3.8% |
| 3M | -0.5% | -23.5% | +23.0% | +1.1% |
| 6M | +8.1% | +25.7% | -17.6% | +5.8% |
| YTD | +21.2% | -3.4% | +24.6% | +19.8% |
| 1Y | +30.7% | +7.6% | +23.1% | +28.2% |
| 3Y | +67.3% | +423.6% | -356.3% | +41.7% |
| 5Y | +101.9% | -10.6% | +112.5% | +86.3% |
| All | +103.4% | -52.0% | +155.4% | +81.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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