+240.4%
MNST vs NOC
+187.2%
+53.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.2% | -1.7% |
| 7D | -4.1% | -2.7% | -1.4% | -3.5% |
| 30D | -4.5% | -8.9% | +4.4% | -2.3% |
| 3M | -2.5% | -3.7% | +1.2% | -1.8% |
| 6M | +14.1% | -30.8% | +44.9% | +24.7% |
| YTD | +12.6% | -7.9% | +20.5% | +13.3% |
| 1Y | +36.9% | -9.4% | +46.4% | +38.3% |
| 3Y | +53.1% | +29.0% | +24.1% | +36.8% |
| 5Y | +78.2% | +56.1% | +22.2% | +43.8% |
| 10Y | +240.4% | +186.3% | +54.1% | +139.6% |
| All | +240.4% | +187.2% | +53.2% | +139.6% |
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