+194.5%
MNST vs REPL
+45.5%
+149.0%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.6% | -5.2% | -0.8% |
| 7D | -3.9% | +12.7% | -16.6% | -4.2% |
| 30D | +3.9% | +73.5% | -69.6% | +2.2% |
| 3M | -0.8% | +70.3% | -71.1% | -2.4% |
| 6M | +5.1% | +472.0% | -466.9% | -2.8% |
| YTD | +18.3% | +139.5% | -121.2% | +10.2% |
| 1Y | +29.5% | +167.3% | -137.8% | +20.1% |
| 3Y | +64.0% | +109.5% | -45.5% | +36.9% |
| 5Y | +97.2% | -29.9% | +127.1% | +75.2% |
| All | +194.5% | +45.5% | +149.0% | +119.4% |
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