+303.0%
MNST vs P
+713.7%
-410.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +3.5% | -8.0% | -4.8% |
| 7D | -3.4% | -23.8% | +20.4% | -1.1% |
| 30D | +6.6% | -36.6% | +43.2% | +10.9% |
| 3M | -2.9% | +10.9% | -13.8% | -5.3% |
| 6M | +18.4% | +30.0% | -11.5% | +12.4% |
| YTD | +19.3% | +44.4% | -25.1% | +11.0% |
| 1Y | +37.9% | +3.9% | +34.0% | +32.4% |
| 3Y | +62.9% | +176.6% | -113.7% | +27.8% |
| 5Y | +99.6% | +249.3% | -149.7% | +46.5% |
| All | +303.0% | +713.7% | -410.7% | +165.9% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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