+346.0%
MNST vs LEN
+136.8%
+209.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.2% | +3.6% | +1.1% |
| 7D | -4.7% | -8.7% | +4.0% | -2.7% |
| 30D | +5.2% | +11.6% | -6.3% | +2.3% |
| 3M | -0.9% | -1.3% | +0.4% | -1.1% |
| 6M | +6.1% | -1.4% | +7.6% | +5.3% |
| YTD | +18.9% | -16.9% | +35.7% | +22.3% |
| 1Y | +29.3% | -31.2% | +60.5% | +39.0% |
| 3Y | +64.9% | -25.6% | +90.5% | +68.7% |
| 5Y | +98.0% | -13.3% | +111.3% | +89.6% |
| All | +346.0% | +136.8% | +209.2% | +237.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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