+328.4%
MNST vs M
-3.0%
+331.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.7% |
| 7D | -3.9% | +5.0% | -8.9% | -4.4% |
| 30D | +3.9% | +10.6% | -6.7% | +2.8% |
| 3M | -0.8% | +1.6% | -2.4% | -1.1% |
| 6M | +5.1% | +30.8% | -25.8% | +2.0% |
| YTD | +18.3% | +16.9% | +1.4% | +15.8% |
| 1Y | +29.5% | +26.3% | +3.2% | +25.7% |
| 3Y | +64.0% | +158.6% | -94.6% | +44.5% |
| 5Y | +97.2% | +2.1% | +95.1% | +85.7% |
| 10Y | +328.4% | -4.3% | +332.8% | +260.5% |
| All | +328.4% | -3.0% | +331.5% | +260.5% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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