+328.4%
MNST vs LNT
+174.3%
+154.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.5% |
| 7D | -3.9% | +1.6% | -5.5% | -4.5% |
| 30D | +3.9% | +12.1% | -8.2% | -1.1% |
| 3M | -0.8% | +8.2% | -9.0% | -4.3% |
| 6M | +5.1% | +3.6% | +1.5% | +3.1% |
| YTD | +18.3% | +16.2% | +2.1% | +10.0% |
| 1Y | +29.5% | +12.8% | +16.7% | +22.0% |
| 3Y | +64.0% | +66.5% | -2.5% | +28.0% |
| 5Y | +97.2% | +53.8% | +43.4% | +56.3% |
| 10Y | +328.4% | +182.5% | +145.9% | +136.6% |
| All | +328.4% | +174.3% | +154.1% | +136.6% |
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