+313.1%
MNST vs JD
+31.7%
+281.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.5% | +2.3% | +0.1% |
| 7D | -5.0% | +7.9% | -12.9% | -5.9% |
| 30D | +4.6% | +4.8% | -0.2% | +3.9% |
| 3M | +1.0% | -13.9% | +14.9% | +2.8% |
| 6M | +5.8% | -5.8% | +11.6% | +6.2% |
| YTD | +19.1% | +2.4% | +16.6% | +18.0% |
| 1Y | +30.9% | -7.5% | +38.4% | +31.4% |
| 3Y | +65.7% | +20.9% | +44.8% | +54.3% |
| 5Y | +99.0% | -58.0% | +157.0% | +108.0% |
| 10Y | +313.1% | +28.9% | +284.2% | +225.8% |
| All | +313.1% | +31.7% | +281.4% | +225.8% |
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