+2,880.3%
MNST vs VIG
+623.5%
+2,256.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.1% |
| 7D | -6.5% | -0.4% | -6.1% | -6.1% |
| 30D | -7.2% | -1.0% | -6.3% | -6.3% |
| 3M | -1.0% | +2.8% | -3.8% | -3.7% |
| 6M | +11.5% | +8.2% | +3.3% | +3.1% |
| YTD | +14.3% | +11.0% | +3.3% | +2.9% |
| 1Y | +38.1% | +16.1% | +22.0% | +18.5% |
| 3Y | +55.0% | +56.2% | -1.2% | -2.8% |
| 5Y | +79.6% | +63.0% | +16.6% | +7.8% |
| 10Y | +241.8% | +241.4% | +0.4% | -5.1% |
| All | +2,880.3% | +623.5% | +2,256.8% | +278.6% |
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