+251.2%
MNST vs NYT
+489.9%
-238.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.3% | +0.6% |
| 7D | -1.0% | -0.6% | -0.4% | -0.8% |
| 30D | -5.6% | +4.6% | -10.2% | -6.4% |
| 3M | -5.7% | -9.6% | +3.9% | -4.2% |
| 6M | +12.0% | -14.0% | +26.0% | +14.6% |
| YTD | +13.2% | -2.8% | +16.1% | +12.8% |
| 1Y | +36.1% | +15.6% | +20.5% | +30.6% |
| 3Y | +52.9% | +56.3% | -3.4% | +35.5% |
| 5Y | +81.0% | +39.5% | +41.5% | +61.1% |
| All | +251.2% | +489.9% | -238.7% | +158.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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