+201.8%
MNST vs REPL
+36.8%
+165.0%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.4% | +2.0% |
| 7D | +1.6% | +1.2% | +0.4% | +1.6% |
| 30D | +5.1% | +92.2% | -87.1% | +3.1% |
| 3M | -0.5% | +44.1% | -44.6% | -1.6% |
| 6M | +8.1% | +313.0% | -304.9% | +1.3% |
| YTD | +21.2% | +125.2% | -104.0% | +13.1% |
| 1Y | +30.7% | +143.8% | -113.0% | +21.6% |
| 3Y | +67.3% | +104.2% | -36.9% | +39.4% |
| 5Y | +101.9% | -34.5% | +136.4% | +79.7% |
| All | +201.8% | +36.8% | +165.0% | +125.2% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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