+548,301.9%
MNST vs VMC
+3,246.6%
+545,055.3%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.8% |
| 7D | -6.5% | -4.3% | -2.2% | -5.5% |
| 30D | -7.2% | -8.2% | +1.0% | -5.3% |
| 3M | -1.0% | -7.0% | +6.0% | +0.5% |
| 6M | +11.5% | -10.8% | +22.2% | +14.2% |
| YTD | +14.3% | -7.4% | +21.7% | +15.6% |
| 1Y | +38.1% | -9.5% | +47.6% | +40.2% |
| 3Y | +55.0% | +20.5% | +34.5% | +44.4% |
| 5Y | +79.6% | +51.6% | +28.1% | +56.6% |
| 10Y | +241.8% | +150.0% | +91.7% | +148.1% |
| All | +548,301.9% | +3,246.6% | +545,055.3% | +217,823.0% |
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