+313.1%
MNST vs ICE
+258.3%
+54.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.6% |
| 7D | -5.0% | +1.0% | -6.0% | -5.3% |
| 30D | +4.6% | +11.4% | -6.8% | 0.0% |
| 3M | +1.0% | +16.2% | -15.2% | -5.2% |
| 6M | +5.8% | +12.5% | -6.7% | +0.3% |
| YTD | +19.1% | +8.6% | +10.5% | +13.4% |
| 1Y | +30.9% | +18.4% | +12.6% | +19.7% |
| 3Y | +65.7% | +66.4% | -0.7% | +26.6% |
| 5Y | +99.0% | +37.2% | +61.8% | +65.2% |
| 10Y | +313.1% | +244.8% | +68.2% | +155.6% |
| All | +313.1% | +258.3% | +54.8% | +155.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 ICE 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