+251.2%
MNST vs LYV
+564.6%
-313.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -1.0% | -1.9% | +1.0% | -0.6% |
| 30D | -5.6% | -8.2% | +2.6% | -4.0% |
| 3M | -5.7% | -1.3% | -4.4% | -5.5% |
| 6M | +12.0% | +2.6% | +9.4% | +11.0% |
| YTD | +13.2% | +19.4% | -6.2% | +8.4% |
| 1Y | +36.1% | -2.2% | +38.3% | +35.4% |
| 3Y | +52.9% | +106.0% | -53.2% | +27.5% |
| 5Y | +81.0% | +97.7% | -16.7% | +48.8% |
| All | +251.2% | +564.6% | -313.5% | +120.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LYV.
Daily Out/Under-Performance
Portfolio return minus LYV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYV 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 LYV 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