+247.8%
MNST vs MGY
+210.4%
+37.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.7% |
| 7D | -1.0% | +3.5% | -4.5% | -1.3% |
| 30D | -5.6% | +5.3% | -10.9% | -6.2% |
| 3M | -5.7% | +2.6% | -8.3% | -6.1% |
| 6M | +12.0% | -3.3% | +15.3% | +11.8% |
| YTD | +13.2% | +29.2% | -16.0% | +9.3% |
| 1Y | +36.1% | +18.0% | +18.0% | +32.5% |
| 3Y | +52.9% | +30.0% | +22.9% | +45.2% |
| 5Y | +81.0% | +92.7% | -11.7% | +59.1% |
| All | +247.8% | +210.4% | +37.4% | +163.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 MGY 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