+251.2%
MNST vs LUMN
-55.8%
+307.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.9% | -1.2% | +0.6% |
| 7D | -1.0% | +2.5% | -3.5% | -1.1% |
| 30D | -5.6% | +10.3% | -15.9% | -6.2% |
| 3M | -5.7% | -18.3% | +12.6% | -4.8% |
| 6M | +12.0% | +4.4% | +7.6% | +10.9% |
| YTD | +13.2% | -10.7% | +23.9% | +12.6% |
| 1Y | +36.1% | +14.0% | +22.1% | +31.8% |
| 3Y | +52.9% | +406.6% | -353.7% | +18.5% |
| 5Y | +81.0% | -36.8% | +117.8% | +81.9% |
| All | +251.2% | -55.8% | +307.0% | +230.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN 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 LUMN 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