+248.4%
MNST vs LEN
+103.7%
+144.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.8% |
| 7D | -3.6% | -3.4% | -0.2% | -2.8% |
| 30D | -6.3% | -5.7% | -0.6% | -5.0% |
| 3M | -5.0% | -12.2% | +7.3% | -2.4% |
| 6M | +13.1% | -18.3% | +31.4% | +17.9% |
| YTD | +11.8% | -20.2% | +31.9% | +16.7% |
| 1Y | +35.2% | -40.1% | +75.3% | +50.9% |
| 3Y | +52.0% | -26.2% | +78.2% | +56.4% |
| 5Y | +77.9% | -9.8% | +87.7% | +69.5% |
| 10Y | +248.4% | +109.1% | +139.3% | +169.9% |
| All | +248.4% | +103.7% | +144.7% | +169.9% |
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