+346.0%
MNST vs VCLT
+22.0%
+324.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +0.9% |
| 7D | -4.7% | -1.9% | -2.8% | -4.0% |
| 30D | +5.2% | +1.4% | +3.8% | +4.6% |
| 3M | -0.9% | -1.8% | +0.9% | -0.2% |
| 6M | +6.1% | -3.9% | +10.0% | +7.9% |
| YTD | +18.9% | -3.9% | +22.8% | +20.8% |
| 1Y | +29.3% | -4.7% | +34.0% | +31.8% |
| 3Y | +64.9% | +14.1% | +50.8% | +55.8% |
| 5Y | +98.0% | -16.6% | +114.6% | +110.9% |
| All | +346.0% | +22.0% | +324.0% | +293.6% |
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