+176.8%
MNST vs NTR
+97.9%
+78.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.8% |
| 7D | -1.0% | -1.3% | +0.3% | -0.7% |
| 30D | -5.6% | +16.8% | -22.4% | -8.3% |
| 3M | -5.7% | +20.7% | -26.4% | -9.0% |
| 6M | +12.0% | +0.5% | +11.4% | +11.2% |
| YTD | +13.2% | +29.2% | -16.0% | +6.8% |
| 1Y | +36.1% | +39.6% | -3.5% | +26.0% |
| 3Y | +52.9% | +37.9% | +15.0% | +39.9% |
| 5Y | +81.0% | +47.1% | +33.9% | +50.7% |
| All | +176.8% | +97.9% | +78.9% | +94.0% |
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