+248.7%
MNST vs MKTX
+5.1%
+243.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | -2.2% | -0.2% | -2.1% | -2.2% |
| 30D | -5.4% | +0.8% | -6.2% | -5.5% |
| 3M | -5.5% | +41.1% | -46.7% | -11.8% |
| 6M | +12.4% | -9.5% | +21.9% | +13.8% |
| YTD | +12.4% | -8.7% | +21.1% | +13.4% |
| 1Y | +37.2% | -10.0% | +47.1% | +38.6% |
| 3Y | +52.9% | -24.6% | +77.5% | +55.9% |
| 5Y | +79.7% | -60.3% | +140.0% | +107.6% |
| All | +248.7% | +5.1% | +243.6% | +278.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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