+251.2%
MNST vs NRG
+1,083.9%
-832.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | +0.5% |
| 7D | -1.0% | -4.7% | +3.7% | -0.4% |
| 30D | -5.6% | -6.0% | +0.4% | -5.0% |
| 3M | -5.7% | -8.0% | +2.3% | -5.3% |
| 6M | +12.0% | -23.2% | +35.1% | +14.5% |
| YTD | +13.2% | -28.1% | +41.3% | +16.6% |
| 1Y | +36.1% | -27.3% | +63.3% | +39.2% |
| 3Y | +52.9% | +208.7% | -155.8% | +13.6% |
| 5Y | +81.0% | +197.7% | -116.7% | +33.2% |
| All | +251.2% | +1,083.9% | -832.8% | +126.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 NRG 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