+85.0%
MNST vs NVDL
+1,259.0%
-1,173.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -4.0% | +5.9% | +1.9% |
| 7D | +1.6% | -24.8% | +26.4% | +1.5% |
| 30D | +5.1% | -48.0% | +53.1% | +4.9% |
| 3M | -0.5% | -51.5% | +51.1% | -0.6% |
| 6M | +8.1% | -54.9% | +63.1% | +8.0% |
| YTD | +21.2% | -39.2% | +60.4% | +20.8% |
| 1Y | +30.7% | -41.1% | +71.8% | +30.3% |
| 3Y | +67.3% | +262.9% | -195.6% | +55.0% |
| All | +85.0% | +1,259.0% | -1,173.9% | +60.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDL.
Daily Out/Under-Performance
Portfolio return minus NVDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDL 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 NVDL 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