+3,009.5%
MNST vs VIG
+630.3%
+2,379.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.4% | -4.0% | -4.0% |
| 7D | -3.4% | -1.8% | -1.6% | -1.7% |
| 30D | +6.6% | +2.7% | +3.9% | +3.9% |
| 3M | -2.9% | 0.0% | -2.9% | -2.9% |
| 6M | +18.4% | +6.8% | +11.7% | +11.0% |
| YTD | +19.3% | +12.1% | +7.2% | +6.3% |
| 1Y | +37.9% | +14.8% | +23.1% | +19.9% |
| 3Y | +62.9% | +62.4% | +0.5% | -1.9% |
| 5Y | +99.6% | +59.6% | +40.0% | +22.4% |
| 10Y | +305.7% | +261.5% | +44.2% | +6.1% |
| All | +3,009.5% | +630.3% | +2,379.2% | +291.4% |
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