+346.0%
MNST vs LNT
+185.4%
+160.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.1% | +0.7% |
| 7D | -4.7% | -0.5% | -4.2% | -4.5% |
| 30D | +5.2% | +9.9% | -4.7% | +1.0% |
| 3M | -0.9% | +4.8% | -5.7% | -3.0% |
| 6M | +6.1% | +2.2% | +4.0% | +4.8% |
| YTD | +18.9% | +15.9% | +3.0% | +10.7% |
| 1Y | +29.3% | +10.6% | +18.8% | +22.9% |
| 3Y | +64.9% | +66.1% | -1.2% | +28.8% |
| 5Y | +98.0% | +55.6% | +42.4% | +56.0% |
| All | +346.0% | +185.4% | +160.6% | +146.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT 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 LNT 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