+240.4%
MNST vs OMC
+32.3%
+208.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.8% | +0.3% | -1.1% |
| 7D | -4.1% | -5.8% | +1.7% | -2.7% |
| 30D | -4.5% | -4.8% | +0.3% | -3.3% |
| 3M | -2.5% | +9.2% | -11.7% | -5.0% |
| 6M | +14.1% | -2.5% | +16.6% | +14.3% |
| YTD | +12.6% | +2.6% | +10.0% | +10.4% |
| 1Y | +36.9% | +5.9% | +31.0% | +32.6% |
| 3Y | +53.1% | +14.2% | +38.9% | +42.1% |
| 5Y | +78.2% | +33.2% | +45.0% | +53.8% |
| 10Y | +240.4% | +33.4% | +207.0% | +179.3% |
| All | +240.4% | +32.3% | +208.1% | +179.3% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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