+333.2%
MNST vs SONY
+364.7%
-31.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +1.0% | +0.4% |
| 7D | -6.9% | +2.1% | -9.0% | -7.5% |
| 30D | +3.7% | +9.2% | -5.4% | +1.1% |
| 3M | -0.3% | +12.2% | -12.5% | -3.6% |
| 6M | +5.1% | +24.4% | -19.3% | -1.8% |
| YTD | +18.4% | +3.5% | +15.0% | +16.3% |
| 1Y | +26.3% | -9.2% | +35.4% | +28.5% |
| 3Y | +64.3% | +55.6% | +8.7% | +36.8% |
| 5Y | +96.8% | +12.0% | +84.9% | +80.8% |
| 10Y | +333.2% | +363.7% | -30.5% | +155.1% |
| All | +333.2% | +364.7% | -31.5% | +155.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY 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 SONY 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