+248.7%
MNST vs TROW
+132.8%
+115.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.6% |
| 7D | -2.2% | -3.0% | +0.8% | -1.2% |
| 30D | -5.4% | -5.5% | +0.1% | -3.5% |
| 3M | -5.5% | +2.3% | -7.8% | -6.5% |
| 6M | +12.4% | +23.9% | -11.6% | +3.9% |
| YTD | +12.4% | +7.9% | +4.5% | +8.5% |
| 1Y | +37.2% | +6.1% | +31.0% | +32.7% |
| 3Y | +52.9% | +13.8% | +39.1% | +40.4% |
| 5Y | +79.7% | -38.2% | +117.9% | +106.2% |
| All | +248.7% | +132.8% | +115.9% | +178.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 TROW 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