+248.4%
MNST vs NI
+136.8%
+111.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.5% |
| 7D | -3.6% | +1.3% | -4.8% | -4.0% |
| 30D | -6.3% | -0.3% | -6.0% | -6.3% |
| 3M | -5.0% | -9.5% | +4.5% | -1.6% |
| 6M | +13.1% | -10.2% | +23.4% | +17.2% |
| YTD | +11.8% | +1.8% | +10.0% | +10.3% |
| 1Y | +35.2% | +5.7% | +29.6% | +31.4% |
| 3Y | +52.0% | +69.6% | -17.6% | +21.7% |
| 5Y | +77.9% | +95.8% | -17.9% | +32.9% |
| 10Y | +248.4% | +145.1% | +103.3% | +128.2% |
| All | +248.4% | +136.8% | +111.6% | +128.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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