+240.4%
MNST vs UL
+65.6%
+174.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.1% |
| 7D | -4.1% | -1.3% | -2.8% | -3.5% |
| 30D | -4.5% | +0.9% | -5.4% | -4.8% |
| 3M | -2.5% | +14.2% | -16.7% | -8.0% |
| 6M | +14.1% | -3.2% | +17.3% | +15.3% |
| YTD | +12.6% | -0.3% | +12.9% | +12.2% |
| 1Y | +36.9% | -8.8% | +45.7% | +41.5% |
| 3Y | +53.1% | +23.9% | +29.2% | +36.4% |
| 5Y | +78.2% | +21.4% | +56.9% | +57.7% |
| 10Y | +240.4% | +66.7% | +173.7% | +171.7% |
| All | +240.4% | +65.6% | +174.8% | +171.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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