+251.2%
MNST vs VTEB
+17.9%
+233.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.4% | +0.4% |
| 7D | -1.0% | -0.9% | 0.0% | -0.2% |
| 30D | -5.6% | -2.5% | -3.1% | -3.5% |
| 3M | -5.7% | -3.0% | -2.7% | -3.1% |
| 6M | +12.0% | -2.1% | +14.1% | +14.2% |
| YTD | +13.2% | -1.5% | +14.7% | +14.8% |
| 1Y | +36.1% | +0.2% | +35.9% | +36.1% |
| 3Y | +52.9% | +8.6% | +44.3% | +42.4% |
| 5Y | +81.0% | +1.2% | +79.8% | +79.2% |
| All | +251.2% | +17.9% | +233.3% | +238.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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