+97.2%
MNST vs NVS
+135.3%
-38.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | -3.9% | +2.5% | -6.4% | -4.6% |
| 30D | +3.9% | +13.6% | -9.7% | +0.2% |
| 3M | -0.8% | +4.1% | -4.9% | -2.5% |
| 6M | +5.1% | +11.8% | -6.7% | +0.8% |
| YTD | +18.3% | +22.0% | -3.7% | +10.4% |
| 1Y | +29.5% | +32.3% | -2.8% | +17.6% |
| 3Y | +64.0% | +93.6% | -29.6% | +28.1% |
| 5Y | +97.2% | +136.7% | -39.5% | +37.1% |
| All | +97.2% | +135.3% | -38.1% | +37.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling