+313.1%
MNST vs UAL
+106.7%
+206.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.8% | -7.0% | -1.0% |
| 7D | -5.0% | +10.2% | -15.2% | -6.2% |
| 30D | +4.6% | +12.0% | -7.4% | +2.9% |
| 3M | +1.0% | -7.1% | +8.1% | +1.7% |
| 6M | +5.8% | +20.9% | -15.1% | +2.5% |
| YTD | +19.1% | +7.7% | +11.4% | +16.5% |
| 1Y | +30.9% | +23.6% | +7.3% | +25.7% |
| 3Y | +65.7% | +222.6% | -156.8% | +34.2% |
| 5Y | +99.0% | +127.9% | -29.0% | +64.5% |
| 10Y | +313.1% | +100.2% | +212.9% | +240.8% |
| All | +313.1% | +106.7% | +206.4% | +240.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UAL.
Daily Out/Under-Performance
Portfolio return minus UAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UAL 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 UAL 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