+246.6%
MNST vs LUV
+18.5%
+228.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -3.6% | +0.7% | -4.2% | -3.7% |
| 30D | -6.3% | -13.4% | +7.2% | -3.9% |
| 3M | -5.0% | -9.6% | +4.6% | -3.6% |
| 6M | +13.1% | -8.9% | +22.0% | +14.2% |
| YTD | +11.8% | -5.2% | +16.9% | +11.4% |
| 1Y | +35.2% | +27.0% | +8.2% | +27.2% |
| 3Y | +52.0% | +39.6% | +12.4% | +35.1% |
| 5Y | +77.9% | -14.4% | +92.3% | +73.9% |
| All | +246.6% | +18.5% | +228.1% | +213.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LUV.
Daily Out/Under-Performance
Portfolio return minus LUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUV 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 LUV 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