+321.6%
MNST vs USB
+93.8%
+227.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.1% | +0.2% | -1.3% |
| 7D | +3.2% | -1.5% | +4.7% | +3.6% |
| 30D | +10.6% | +4.3% | +6.3% | +9.3% |
| 3M | +1.3% | -6.1% | +7.3% | +2.9% |
| 6M | +26.2% | +9.4% | +16.8% | +23.0% |
| YTD | +24.8% | +15.2% | +9.6% | +19.6% |
| 1Y | +40.9% | +32.8% | +8.2% | +30.0% |
| 3Y | +72.2% | +91.3% | -19.1% | +40.2% |
| 5Y | +108.8% | +22.7% | +86.1% | +91.4% |
| All | +321.6% | +93.8% | +227.8% | +307.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 USB 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