+248.4%
MNST vs VALE
+493.0%
-244.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.6% |
| 7D | -3.6% | -1.8% | -1.7% | -3.3% |
| 30D | -6.3% | +6.7% | -12.9% | -7.3% |
| 3M | -5.0% | +4.9% | -9.8% | -5.8% |
| 6M | +13.1% | +3.6% | +9.5% | +12.2% |
| YTD | +11.8% | +21.9% | -10.1% | +7.7% |
| 1Y | +35.2% | +61.6% | -26.3% | +24.3% |
| 3Y | +52.0% | +52.1% | -0.1% | +39.4% |
| 5Y | +77.9% | +43.2% | +34.7% | +59.8% |
| 10Y | +248.4% | +521.5% | -273.1% | +136.2% |
| All | +248.4% | +493.0% | -244.5% | +136.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VALE.
Daily Out/Under-Performance
Portfolio return minus VALE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VALE 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 VALE 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