+2,973.6%
MNST vs VCLT
+102.2%
+2,871.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.1% | -4.4% | -4.4% |
| 7D | -3.4% | +0.3% | -3.7% | -3.5% |
| 30D | +6.6% | +3.7% | +3.0% | +5.7% |
| 3M | -2.9% | -1.0% | -1.9% | -2.7% |
| 6M | +18.4% | -3.4% | +21.8% | +19.4% |
| YTD | +19.3% | -2.6% | +21.9% | +20.0% |
| 1Y | +37.9% | -3.3% | +41.2% | +39.0% |
| 3Y | +62.9% | +17.3% | +45.6% | +57.1% |
| 5Y | +99.6% | -17.0% | +116.6% | +103.2% |
| 10Y | +305.7% | +18.1% | +287.6% | +311.9% |
| All | +2,973.6% | +102.2% | +2,871.4% | +3,438.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling