+333.2%
MNST vs MTZ
+465.6%
-132.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.6% | -4.5% | -0.4% |
| 7D | -6.9% | +12.9% | -19.7% | -8.4% |
| 30D | +3.7% | -8.5% | +12.3% | +4.4% |
| 3M | -0.3% | -30.6% | +30.3% | +3.5% |
| 6M | +5.1% | -55.1% | +60.2% | +14.5% |
| YTD | +18.4% | -13.0% | +31.4% | +16.9% |
| 1Y | +26.3% | -4.3% | +30.5% | +22.7% |
| 3Y | +64.3% | +284.0% | -219.8% | +21.9% |
| 5Y | +96.8% | +97.7% | -0.8% | +60.0% |
| 10Y | +333.2% | +444.4% | -111.2% | +191.2% |
| All | +333.2% | +465.6% | -132.4% | +191.2% |
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