+74.7%
MNST vs VLTO
+54.8%
+19.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.5% | -4.9% | -4.5% |
| 7D | -3.4% | +5.4% | -8.8% | -4.5% |
| 30D | +6.6% | +22.3% | -15.7% | +2.2% |
| 3M | -2.9% | +19.6% | -22.5% | -6.6% |
| 6M | +18.4% | +35.2% | -16.7% | +10.9% |
| YTD | +19.3% | +17.9% | +1.4% | +15.0% |
| 1Y | +37.9% | +19.5% | +18.4% | +32.3% |
| 3Y | +62.9% | +73.9% | -11.0% | +43.5% |
| All | +74.7% | +54.8% | +19.9% | +58.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 10y: compounded portfolio wealth divided by compounded VLTO 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…
10y analysis · Full analysis span regression · 6 months rolling