+77.9%
MNST vs NOC
+55.2%
+22.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.7% |
| 7D | -3.6% | -1.6% | -2.0% | -3.4% |
| 30D | -6.3% | -10.4% | +4.1% | -5.2% |
| 3M | -5.0% | -5.6% | +0.6% | -4.4% |
| 6M | +13.1% | -30.4% | +43.5% | +17.7% |
| YTD | +11.8% | -8.5% | +20.2% | +11.9% |
| 1Y | +35.2% | -8.3% | +43.6% | +35.4% |
| 3Y | +52.0% | +28.2% | +23.8% | +43.5% |
| 5Y | +77.9% | +56.7% | +21.1% | +53.8% |
| All | +77.9% | +55.2% | +22.7% | +53.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling