+572,080.2%
MNST vs VMC
+3,502.6%
+568,577.6%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.0% | -3.4% | -4.2% |
| 7D | -3.4% | +0.5% | -3.9% | -3.5% |
| 30D | +6.6% | +15.8% | -9.2% | +2.8% |
| 3M | -2.9% | +0.6% | -3.5% | -3.2% |
| 6M | +18.4% | -4.0% | +22.5% | +19.1% |
| YTD | +19.3% | -0.3% | +19.6% | +18.3% |
| 1Y | +37.9% | -0.5% | +38.4% | +36.8% |
| 3Y | +62.9% | +39.6% | +23.3% | +46.2% |
| 5Y | +99.6% | +50.1% | +49.5% | +74.5% |
| 10Y | +305.7% | +163.9% | +141.8% | +190.8% |
| All | +572,080.2% | +3,502.6% | +568,577.6% | +222,943.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling