+303.0%
MNST vs JD
+31.9%
+271.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.6% | -6.1% | -4.6% |
| 7D | -3.4% | +13.4% | -16.8% | -4.9% |
| 30D | +6.6% | +7.7% | -1.1% | +5.6% |
| 3M | -2.9% | -11.3% | +8.4% | -1.6% |
| 6M | +18.4% | -5.1% | +23.6% | +18.8% |
| YTD | +19.3% | +5.0% | +14.2% | +17.9% |
| 1Y | +37.9% | -5.6% | +43.5% | +38.1% |
| 3Y | +62.9% | +17.8% | +45.1% | +52.4% |
| 5Y | +99.6% | -57.2% | +156.8% | +108.2% |
| All | +303.0% | +31.9% | +271.1% | +215.7% |
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