+248.7%
MNST vs HCA
+503.4%
-254.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | -2.2% | +2.9% | -5.2% | -3.0% |
| 30D | -5.4% | +2.4% | -7.7% | -6.0% |
| 3M | -5.5% | +13.0% | -18.6% | -8.6% |
| 6M | +12.4% | -21.4% | +33.7% | +18.3% |
| YTD | +12.4% | -9.5% | +21.9% | +14.1% |
| 1Y | +37.2% | +7.5% | +29.6% | +33.1% |
| 3Y | +52.9% | +57.6% | -4.7% | +32.5% |
| 5Y | +79.7% | +71.1% | +8.6% | +49.3% |
| All | +248.7% | +503.4% | -254.7% | +121.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HCA.
Daily Out/Under-Performance
Portfolio return minus HCA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HCA 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 HCA 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