+354.7%
MNST vs NOC
+160.0%
+194.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.7% | +1.9% |
| 7D | +1.6% | +4.8% | -3.2% | +0.4% |
| 30D | +5.1% | +11.0% | -6.0% | +2.2% |
| 3M | -0.5% | -3.8% | +3.3% | +0.3% |
| 6M | +8.1% | +0.6% | +7.5% | +7.4% |
| YTD | +21.2% | -2.3% | +23.5% | +20.0% |
| 1Y | +30.7% | +0.3% | +30.5% | +28.5% |
| 3Y | +67.3% | +24.6% | +42.7% | +51.7% |
| 5Y | +101.9% | +66.0% | +35.9% | +59.8% |
| All | +354.7% | +160.0% | +194.7% | +229.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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