+303.0%
MNST vs MLM
+185.4%
+117.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.8% | -2.6% | -3.9% |
| 7D | -3.4% | -4.1% | +0.7% | -2.4% |
| 30D | +6.6% | +8.2% | -1.5% | +4.5% |
| 3M | -2.9% | -3.6% | +0.7% | -2.1% |
| 6M | +18.4% | -15.6% | +34.0% | +23.0% |
| YTD | +19.3% | -16.4% | +35.7% | +23.7% |
| 1Y | +37.9% | -14.3% | +52.2% | +42.1% |
| 3Y | +62.9% | +19.3% | +43.6% | +51.8% |
| 5Y | +99.6% | +29.6% | +70.0% | +79.4% |
| All | +303.0% | +185.4% | +117.6% | +207.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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