+240.4%
MNST vs IT
+89.8%
+150.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -7.4% | +5.9% | +0.1% |
| 7D | -4.1% | -9.1% | +5.0% | -2.1% |
| 30D | -4.5% | -7.0% | +2.5% | -3.1% |
| 3M | -2.5% | +7.6% | -10.1% | -5.4% |
| 6M | +14.1% | +2.1% | +12.0% | +11.3% |
| YTD | +12.6% | -31.6% | +44.1% | +20.4% |
| 1Y | +36.9% | -29.9% | +66.9% | +44.5% |
| 3Y | +53.1% | -51.3% | +104.4% | +73.3% |
| 5Y | +78.2% | -44.8% | +123.0% | +89.8% |
| 10Y | +240.4% | +91.4% | +149.0% | +161.0% |
| All | +240.4% | +89.8% | +150.5% | +161.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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