+240.4%
MNST vs MTB
+173.2%
+67.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.4% |
| 7D | -4.1% | +2.8% | -6.9% | -4.6% |
| 30D | -4.5% | -4.2% | -0.3% | -3.7% |
| 3M | -2.5% | +7.8% | -10.2% | -4.0% |
| 6M | +14.1% | +14.8% | -0.7% | +10.8% |
| YTD | +12.6% | +20.8% | -8.2% | +7.9% |
| 1Y | +36.9% | +23.1% | +13.8% | +30.6% |
| 3Y | +53.1% | +114.8% | -61.7% | +27.0% |
| 5Y | +78.2% | +103.3% | -25.0% | +47.2% |
| 10Y | +240.4% | +173.0% | +67.4% | +182.3% |
| All | +240.4% | +173.2% | +67.2% | +182.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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