+303.0%
MNST vs ILMN
+60.6%
+242.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.5% | -6.9% | -4.8% |
| 7D | -3.4% | -9.7% | +6.3% | -2.0% |
| 30D | +6.6% | -20.4% | +27.0% | +9.8% |
| 3M | -2.9% | +10.0% | -12.9% | -6.0% |
| 6M | +18.4% | +49.5% | -31.0% | +8.2% |
| YTD | +19.3% | +62.5% | -43.2% | +6.5% |
| 1Y | +37.9% | +76.0% | -38.1% | +21.3% |
| 3Y | +62.9% | +94.2% | -31.3% | +34.4% |
| 5Y | +99.6% | -46.3% | +145.9% | +114.0% |
| All | +303.0% | +60.6% | +242.4% | +259.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ILMN.
Daily Out/Under-Performance
Portfolio return minus ILMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ILMN 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 ILMN 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