+303.0%
MNST vs M
-4.2%
+307.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.6% | +0.2% | -4.0% |
| 7D | -3.4% | -4.3% | +0.9% | -3.0% |
| 30D | +6.6% | +1.3% | +5.4% | +6.5% |
| 3M | -2.9% | -7.4% | +4.5% | -2.3% |
| 6M | +18.4% | +18.3% | +0.1% | +16.1% |
| YTD | +19.3% | +7.6% | +11.7% | +17.8% |
| 1Y | +37.9% | +17.4% | +20.5% | +34.9% |
| 3Y | +62.9% | +108.4% | -45.5% | +46.8% |
| 5Y | +99.6% | -10.6% | +110.2% | +90.5% |
| All | +303.0% | -4.2% | +307.2% | +239.5% |
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