+313.1%
MNST vs KMX
+13.6%
+299.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.1% | -5.3% | -1.1% |
| 7D | -5.0% | -4.1% | -0.9% | -4.3% |
| 30D | +4.6% | +2.9% | +1.7% | +3.9% |
| 3M | +1.0% | -7.0% | +8.0% | +2.0% |
| 6M | +5.8% | +34.1% | -28.4% | -0.7% |
| YTD | +19.1% | +40.0% | -21.0% | +9.8% |
| 1Y | +30.9% | +67.2% | -36.3% | +16.3% |
| 3Y | +65.7% | -13.4% | +79.2% | +60.5% |
| 5Y | +99.0% | -65.1% | +164.0% | +129.9% |
| 10Y | +313.1% | +6.9% | +306.2% | +305.1% |
| All | +313.1% | +13.6% | +299.5% | +305.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 KMX 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