+240.4%
MNST vs O
+50.0%
+190.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.2% | -1.4% |
| 7D | -4.1% | -0.6% | -3.5% | -3.9% |
| 30D | -4.5% | -2.0% | -2.5% | -3.8% |
| 3M | -2.5% | +3.0% | -5.5% | -3.5% |
| 6M | +14.1% | -3.6% | +17.8% | +15.5% |
| YTD | +12.6% | +12.1% | +0.5% | +7.9% |
| 1Y | +36.9% | +8.9% | +28.1% | +32.4% |
| 3Y | +53.1% | +30.3% | +22.8% | +37.8% |
| 5Y | +78.2% | +13.7% | +64.5% | +67.8% |
| 10Y | +240.4% | +50.3% | +190.1% | +186.5% |
| All | +240.4% | +50.0% | +190.4% | +186.5% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 O 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