+196.5%
MNST vs REPL
+39.1%
+157.3%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.0% | -3.1% | -0.3% |
| 7D | -5.0% | +14.2% | -19.2% | -5.3% |
| 30D | +4.6% | +65.9% | -61.3% | +3.0% |
| 3M | +1.0% | +84.6% | -83.6% | -0.9% |
| 6M | +5.8% | +446.9% | -441.1% | -2.1% |
| YTD | +19.1% | +129.0% | -110.0% | +11.0% |
| 1Y | +30.9% | +167.9% | -137.0% | +21.3% |
| 3Y | +65.7% | +93.9% | -28.2% | +38.8% |
| 5Y | +99.0% | -33.0% | +131.9% | +77.0% |
| All | +196.5% | +39.1% | +157.3% | +121.1% |
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