+248.4%
MNST vs EQIX
+240.6%
+7.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.8% |
| 7D | -3.6% | +2.3% | -5.9% | -4.3% |
| 30D | -6.3% | +0.4% | -6.7% | -6.5% |
| 3M | -5.0% | -1.1% | -3.8% | -5.0% |
| 6M | +13.1% | +11.5% | +1.7% | +8.6% |
| YTD | +11.8% | +38.2% | -26.5% | -0.8% |
| 1Y | +35.2% | +36.7% | -1.4% | +20.2% |
| 3Y | +52.0% | +44.1% | +7.9% | +28.4% |
| 5Y | +77.9% | +34.8% | +43.0% | +50.7% |
| 10Y | +248.4% | +248.8% | -0.4% | +102.6% |
| All | +248.4% | +240.6% | +7.8% | +102.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EQIX.
Daily Out/Under-Performance
Portfolio return minus EQIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQIX 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 EQIX 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