+346.0%
MNST vs HCA
+678.2%
-332.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.4% | +0.6% |
| 7D | -4.7% | -1.3% | -3.4% | -4.4% |
| 30D | +5.2% | +8.7% | -3.4% | +3.0% |
| 3M | -0.9% | +21.0% | -21.9% | -5.5% |
| 6M | +6.1% | +17.0% | -10.8% | +1.7% |
| YTD | +18.9% | +7.8% | +11.1% | +15.6% |
| 1Y | +29.3% | +6.4% | +22.9% | +26.0% |
| 3Y | +64.9% | +120.0% | -55.1% | +31.3% |
| 5Y | +98.0% | +112.9% | -14.9% | +55.8% |
| All | +346.0% | +678.2% | -332.2% | +179.5% |
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