+313.1%
MNST vs VCLT
+20.2%
+292.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.4% | -0.3% |
| 7D | -5.0% | +1.2% | -6.2% | -5.4% |
| 30D | +4.6% | +3.4% | +1.2% | +3.2% |
| 3M | +1.0% | -0.9% | +1.9% | +1.4% |
| 6M | +5.8% | -3.1% | +8.9% | +7.1% |
| YTD | +19.1% | -2.4% | +21.4% | +20.2% |
| 1Y | +30.9% | -2.7% | +33.6% | +32.3% |
| 3Y | +65.7% | +16.9% | +48.9% | +55.0% |
| 5Y | +99.0% | -17.0% | +115.9% | +112.3% |
| 10Y | +313.1% | +22.1% | +290.9% | +271.7% |
| All | +313.1% | +20.2% | +292.8% | +271.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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