+251.2%
MNST vs LYB
+48.3%
+202.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.7% | +0.9% |
| 7D | -1.0% | +0.3% | -1.2% | -1.0% |
| 30D | -5.6% | +2.5% | -8.1% | -6.1% |
| 3M | -5.7% | +1.4% | -7.1% | -6.2% |
| 6M | +12.0% | -3.5% | +15.5% | +11.0% |
| YTD | +13.2% | +52.0% | -38.8% | +1.8% |
| 1Y | +36.1% | +22.1% | +14.0% | +27.5% |
| 3Y | +52.9% | -22.8% | +75.6% | +55.6% |
| 5Y | +81.0% | -3.4% | +84.3% | +72.2% |
| All | +251.2% | +48.3% | +202.9% | +189.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LYB.
Daily Out/Under-Performance
Portfolio return minus LYB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYB 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 LYB 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