+548,301.9%
MNST vs VFC
+845.1%
+547,456.8%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.4% | -2.9% | -1.0% |
| 7D | -6.5% | -1.6% | -4.9% | -6.2% |
| 30D | -7.2% | -11.6% | +4.4% | -5.2% |
| 3M | -1.0% | -18.1% | +17.1% | +1.9% |
| 6M | +11.5% | -27.4% | +38.8% | +16.8% |
| YTD | +14.3% | -24.8% | +39.1% | +18.6% |
| 1Y | +38.1% | -8.2% | +46.3% | +36.9% |
| 3Y | +55.0% | -29.1% | +84.1% | +47.4% |
| 5Y | +79.6% | -79.2% | +158.8% | +118.0% |
| 10Y | +241.8% | -68.1% | +309.9% | +264.9% |
| All | +548,301.9% | +845.1% | +547,456.8% | +755,583.0% |
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