+248.4%
MNST vs MTZ
+729.4%
-480.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | -0.4% |
| 7D | -3.6% | +2.3% | -5.8% | -3.8% |
| 30D | -6.3% | -10.3% | +4.0% | -5.2% |
| 3M | -5.0% | -31.8% | +26.9% | -1.3% |
| 6M | +13.1% | -19.2% | +32.3% | +14.3% |
| YTD | +11.8% | +10.7% | +1.0% | +7.8% |
| 1Y | +35.2% | +37.5% | -2.3% | +25.8% |
| 3Y | +52.0% | +162.4% | -110.4% | +23.4% |
| 5Y | +77.9% | +166.3% | -88.5% | +40.6% |
| 10Y | +248.4% | +753.2% | -504.8% | +135.7% |
| All | +248.4% | +729.4% | -480.9% | +135.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MTZ.
Daily Out/Under-Performance
Portfolio return minus MTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTZ 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 MTZ 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