+333.2%
MNST vs FDX
+156.7%
+176.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.1% |
| 7D | -6.9% | -2.1% | -4.8% | -6.4% |
| 30D | +3.7% | +10.4% | -6.7% | +1.2% |
| 3M | -0.3% | +0.5% | -0.7% | -0.5% |
| 6M | +5.1% | +6.5% | -1.4% | +3.1% |
| YTD | +18.4% | +40.2% | -21.8% | +8.1% |
| 1Y | +26.3% | +52.1% | -25.8% | +12.9% |
| 3Y | +64.3% | +72.8% | -8.6% | +37.6% |
| 5Y | +96.8% | +76.3% | +20.5% | +59.4% |
| 10Y | +333.2% | +155.7% | +177.5% | +227.7% |
| All | +333.2% | +156.7% | +176.5% | +227.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 FDX 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