+241.7%
MNST vs KEY
+168.7%
+73.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.6% |
| 7D | -6.5% | +2.2% | -8.7% | -6.9% |
| 30D | -7.2% | -3.0% | -4.2% | -6.7% |
| 3M | -1.0% | +3.3% | -4.4% | -1.6% |
| 6M | +11.5% | +9.2% | +2.3% | +9.6% |
| YTD | +14.3% | +10.6% | +3.7% | +12.0% |
| 1Y | +38.1% | +20.4% | +17.7% | +33.0% |
| 3Y | +55.0% | +121.8% | -66.9% | +29.9% |
| 5Y | +79.6% | +41.1% | +38.5% | +60.6% |
| All | +241.7% | +168.7% | +73.0% | +161.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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