+3,004.1%
MNST vs VIG
+648.1%
+2,356.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.4% | -2.6% | -2.6% |
| 7D | -5.0% | +0.4% | -5.4% | -5.4% |
| 30D | +4.6% | +4.3% | +0.3% | +0.3% |
| 3M | +1.0% | +2.0% | -1.0% | -1.0% |
| 6M | +5.8% | +10.2% | -4.4% | -4.0% |
| YTD | +19.1% | +14.8% | +4.3% | +3.6% |
| 1Y | +30.9% | +17.5% | +13.4% | +11.2% |
| 3Y | +65.7% | +67.4% | -1.7% | -3.2% |
| 5Y | +99.0% | +63.4% | +35.6% | +19.2% |
| 10Y | +313.1% | +259.9% | +53.2% | +8.7% |
| All | +3,004.1% | +648.1% | +2,356.0% | +281.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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