+78.2%
MNST vs NVS
+88.8%
-10.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -13.9% | +12.4% | +2.4% |
| 7D | -4.1% | -14.6% | +10.5% | -0.1% |
| 30D | -4.5% | -11.9% | +7.4% | -1.5% |
| 3M | -2.5% | -6.0% | +3.5% | -1.6% |
| 6M | +14.1% | -11.4% | +25.5% | +17.2% |
| YTD | +12.6% | +2.9% | +9.6% | +10.3% |
| 1Y | +36.9% | +10.2% | +26.7% | +30.9% |
| 3Y | +53.1% | +55.3% | -2.2% | +28.3% |
| 5Y | +78.2% | +89.6% | -11.4% | +32.3% |
| All | +78.2% | +88.8% | -10.6% | +32.3% |
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