+248.7%
MNST vs NVS
+180.2%
+68.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -2.2% | -15.7% | +13.5% | +4.3% |
| 30D | -5.4% | -11.1% | +5.7% | -1.5% |
| 3M | -5.5% | -7.2% | +1.7% | -3.7% |
| 6M | +12.4% | -12.3% | +24.7% | +17.2% |
| YTD | +12.4% | +2.8% | +9.7% | +9.2% |
| 1Y | +37.2% | +11.9% | +25.2% | +27.8% |
| 3Y | +52.9% | +55.1% | -2.2% | +20.0% |
| 5Y | +79.7% | +94.1% | -14.4% | +23.5% |
| All | +248.7% | +180.2% | +68.5% | +121.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 NVS 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