+346.0%
MNST vs ILMN
+56.2%
+289.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +0.6% |
| 7D | -4.7% | +0.7% | -5.5% | -4.9% |
| 30D | +5.2% | -22.7% | +27.9% | +8.9% |
| 3M | -0.9% | +8.6% | -9.5% | -4.0% |
| 6M | +6.1% | +43.8% | -37.7% | -2.5% |
| YTD | +18.9% | +59.8% | -40.9% | +6.4% |
| 1Y | +29.3% | +71.8% | -42.5% | +14.1% |
| 3Y | +64.9% | +119.0% | -54.1% | +32.2% |
| 5Y | +98.0% | -43.8% | +141.8% | +109.6% |
| All | +346.0% | +56.2% | +289.8% | +297.5% |
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