+91.6%
MNST vs ONON
-6.6%
+98.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.7% | +5.1% | +0.9% |
| 7D | -4.7% | -11.9% | +7.2% | -3.5% |
| 30D | +5.2% | -6.8% | +12.0% | +5.9% |
| 3M | -0.9% | +6.6% | -7.5% | -1.6% |
| 6M | +6.1% | -2.2% | +8.4% | +5.7% |
| YTD | +18.9% | -28.9% | +47.7% | +21.7% |
| 1Y | +29.3% | -20.3% | +49.6% | +30.8% |
| 3Y | +64.9% | +22.9% | +41.9% | +53.3% |
| 5Y | +98.0% | -11.1% | +109.1% | +78.7% |
| All | +91.6% | -6.6% | +98.2% | +71.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ONON.
Daily Out/Under-Performance
Portfolio return minus ONON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONON 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 ONON 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