+354.7%
MNST vs JD
+31.5%
+323.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.5% | +0.4% | +1.8% |
| 7D | +1.6% | -4.1% | +5.7% | +2.1% |
| 30D | +5.1% | +4.6% | +0.5% | +4.4% |
| 3M | -0.5% | -4.7% | +4.3% | +0.1% |
| 6M | +8.1% | -17.4% | +25.5% | +10.4% |
| YTD | +21.2% | +0.7% | +20.5% | +20.4% |
| 1Y | +30.7% | -5.9% | +36.6% | +30.9% |
| 3Y | +67.3% | +18.9% | +48.4% | +56.1% |
| 5Y | +101.9% | -62.9% | +164.8% | +116.0% |
| All | +354.7% | +31.5% | +323.2% | +271.6% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 JD 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