+196.3%
MNST vs NTR
+81.1%
+115.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +1.9% | +1.9% |
| 7D | +1.6% | -0.3% | +2.0% | +1.7% |
| 30D | +5.1% | +2.0% | +3.1% | +4.7% |
| 3M | -0.5% | +6.4% | -6.9% | -1.8% |
| 6M | +8.1% | +1.6% | +6.5% | +7.5% |
| YTD | +21.2% | +18.2% | +3.0% | +16.1% |
| 1Y | +30.7% | +23.9% | +6.8% | +23.9% |
| 3Y | +67.3% | +44.7% | +22.6% | +51.0% |
| 5Y | +101.9% | +21.3% | +80.5% | +77.0% |
| All | +196.3% | +81.1% | +115.2% | +110.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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