+202.0%
MNST vs USHY
+50.4%
+151.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.4% |
| 7D | -3.6% | -0.1% | -3.4% | -3.4% |
| 30D | -6.3% | 0.0% | -6.2% | -6.2% |
| 3M | -5.0% | +0.8% | -5.8% | -6.1% |
| 6M | +13.1% | +1.9% | +11.2% | +10.2% |
| YTD | +11.8% | +2.3% | +9.5% | +8.3% |
| 1Y | +35.2% | +4.1% | +31.1% | +27.6% |
| 3Y | +52.0% | +27.8% | +24.2% | +6.0% |
| 5Y | +77.9% | +21.5% | +56.4% | +36.6% |
| All | +202.0% | +50.4% | +151.5% | +72.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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