+63.2%
MNST vs MULL
+968.6%
-905.3%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +9.1% | -13.5% | -4.6% |
| 7D | -3.4% | -42.7% | +39.3% | -2.5% |
| 30D | +6.6% | -63.8% | +70.4% | +8.6% |
| 3M | -2.9% | -49.0% | +46.2% | -2.2% |
| 6M | +18.4% | -38.2% | +56.6% | +15.1% |
| YTD | +19.3% | +167.0% | -147.8% | +10.0% |
| 1Y | +37.9% | +247.7% | -209.8% | +25.7% |
| All | +63.2% | +968.6% | -905.3% | +35.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling