+303.0%
MNST vs FICO
+512.2%
-209.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.4% | -4.0% | -4.3% |
| 7D | -3.4% | -0.9% | -2.5% | -3.3% |
| 30D | +6.6% | +3.3% | +3.3% | +5.3% |
| 3M | -2.9% | -31.7% | +28.8% | +3.1% |
| 6M | +18.4% | -34.0% | +52.4% | +25.1% |
| YTD | +19.3% | -58.3% | +77.6% | +38.8% |
| 1Y | +37.9% | -57.9% | +95.8% | +59.8% |
| 3Y | +62.9% | -24.1% | +86.9% | +47.4% |
| 5Y | +99.6% | +85.3% | +14.3% | +27.2% |
| All | +303.0% | +512.2% | -209.2% | +55.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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