+354.7%
MNST vs UMC
+1,272.7%
-918.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.3% | +4.2% | +2.2% |
| 7D | +1.6% | +11.2% | -9.6% | +0.3% |
| 30D | +5.1% | -28.0% | +33.1% | +8.8% |
| 3M | -0.5% | -20.5% | +20.1% | +1.4% |
| 6M | +8.1% | -1.6% | +9.7% | +5.1% |
| YTD | +21.2% | +99.4% | -78.2% | +5.2% |
| 1Y | +30.7% | +120.4% | -89.7% | +11.8% |
| 3Y | +67.3% | +134.2% | -66.9% | +39.1% |
| 5Y | +101.9% | +78.8% | +23.0% | +71.0% |
| All | +354.7% | +1,272.7% | -918.0% | +185.8% |
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