+572,080.2%
MNST vs VFC
+1,340.0%
+570,740.2%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.1% | -4.6% | -4.4% |
| 7D | -3.4% | +11.2% | -14.6% | -5.3% |
| 30D | +6.6% | +41.5% | -34.9% | +0.1% |
| 3M | -2.9% | +38.9% | -41.8% | -8.7% |
| 6M | +18.4% | +6.1% | +12.3% | +16.1% |
| YTD | +19.3% | +14.5% | +4.7% | +14.5% |
| 1Y | +37.9% | +46.0% | -8.1% | +26.2% |
| 3Y | +62.9% | +36.4% | +26.5% | +37.8% |
| 5Y | +99.6% | -67.5% | +167.1% | +123.4% |
| 10Y | +305.7% | -45.8% | +351.6% | +292.6% |
| All | +572,080.2% | +1,340.0% | +570,740.2% | +729,540.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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