+248.4%
MNST vs UMC
+1,867.9%
-1,619.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.0% | -4.7% | -1.2% |
| 7D | -3.6% | +13.6% | -17.2% | -5.2% |
| 30D | -6.3% | +20.8% | -27.0% | -8.7% |
| 3M | -5.0% | +16.1% | -21.1% | -8.1% |
| 6M | +13.1% | +137.3% | -124.2% | -2.2% |
| YTD | +11.8% | +193.8% | -182.0% | -7.0% |
| 1Y | +35.2% | +236.1% | -200.8% | +10.1% |
| 3Y | +52.0% | +267.1% | -215.1% | +19.8% |
| 5Y | +77.9% | +145.3% | -67.4% | +45.7% |
| 10Y | +248.4% | +1,857.3% | -1,608.9% | +96.7% |
| All | +248.4% | +1,867.9% | -1,619.5% | +96.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 UMC 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