+62.7%
MNST vs MULL
+1,303.2%
-1,240.5%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.3% | +3.7% | +0.4% |
| 7D | -4.7% | +43.3% | -48.0% | -5.5% |
| 30D | +5.2% | -37.4% | +42.7% | +5.9% |
| 3M | -0.9% | -36.8% | +36.0% | -0.6% |
| 6M | +6.1% | -36.9% | +43.0% | +3.8% |
| YTD | +18.9% | +250.7% | -231.8% | +9.0% |
| 1Y | +29.3% | +337.6% | -308.3% | +17.4% |
| All | +62.7% | +1,303.2% | -1,240.5% | +34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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