+62.9%
MNST vs MULL
+1,100.2%
-1,037.2%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +12.3% | -12.5% | -0.4% |
| 7D | -5.0% | -27.1% | +22.1% | -4.5% |
| 30D | +4.6% | -54.2% | +58.8% | +6.0% |
| 3M | +1.0% | -42.0% | +43.0% | +1.4% |
| 6M | +5.8% | -43.5% | +49.3% | +3.6% |
| YTD | +19.1% | +199.9% | -180.9% | +9.5% |
| 1Y | +30.9% | +292.8% | -261.9% | +19.0% |
| All | +62.9% | +1,100.2% | -1,037.2% | +35.2% |
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