+548,301.9%
MNST vs UL
+2,661.1%
+545,640.8%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -6.5% | -1.3% | -5.2% | -6.1% |
| 30D | -7.2% | +0.5% | -7.7% | -7.3% |
| 3M | -1.0% | +17.6% | -18.6% | -5.4% |
| 6M | +11.5% | -5.4% | +16.9% | +12.9% |
| YTD | +14.3% | +0.7% | +13.6% | +13.8% |
| 1Y | +38.1% | -9.3% | +47.4% | +41.3% |
| 3Y | +55.0% | +24.5% | +30.4% | +44.6% |
| 5Y | +79.6% | +23.2% | +56.4% | +66.9% |
| 10Y | +241.8% | +64.5% | +177.3% | +194.0% |
| All | +548,301.9% | +2,661.1% | +545,640.8% | +497,233.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling