+240.4%
MNST vs ICE
+216.5%
+23.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.2% | +0.6% | -0.6% |
| 7D | -4.1% | -1.2% | -2.9% | -3.7% |
| 30D | -4.5% | +5.0% | -9.5% | -6.4% |
| 3M | -2.5% | +13.9% | -16.3% | -7.8% |
| 6M | +14.1% | -4.4% | +18.6% | +15.6% |
| YTD | +12.6% | -1.9% | +14.5% | +11.9% |
| 1Y | +36.9% | -8.1% | +45.1% | +39.9% |
| 3Y | +53.1% | +42.5% | +10.6% | +25.6% |
| 5Y | +78.2% | +40.6% | +37.6% | +45.0% |
| 10Y | +240.4% | +217.1% | +23.3% | +126.8% |
| All | +240.4% | +216.5% | +23.9% | +126.8% |
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