+346.0%
MNST vs VMC
+126.5%
+219.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.8% | +0.7% |
| 7D | -4.7% | -1.7% | -3.0% | -4.3% |
| 30D | +5.2% | +15.3% | -10.0% | +1.6% |
| 3M | -0.9% | +0.3% | -1.2% | -1.1% |
| 6M | +6.1% | +0.9% | +5.3% | +5.4% |
| YTD | +18.9% | -1.0% | +19.9% | +18.1% |
| 1Y | +29.3% | -4.3% | +33.6% | +29.4% |
| 3Y | +64.9% | +35.3% | +29.5% | +48.6% |
| 5Y | +98.0% | +44.4% | +53.6% | +73.2% |
| All | +346.0% | +126.5% | +219.5% | +232.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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