+354.7%
MNST vs VYM
+205.6%
+149.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.1% | +2.0% |
| 7D | +1.6% | +3.7% | -2.1% | -1.3% |
| 30D | +5.1% | +3.7% | +1.4% | +2.0% |
| 3M | -0.5% | -0.7% | +0.2% | +0.1% |
| 6M | +8.1% | +7.2% | +0.9% | +2.1% |
| YTD | +21.2% | +16.9% | +4.2% | +6.6% |
| 1Y | +30.7% | +19.6% | +11.1% | +12.7% |
| 3Y | +67.3% | +74.6% | -7.3% | +3.2% |
| 5Y | +101.9% | +72.3% | +29.5% | +25.8% |
| All | +354.7% | +205.6% | +149.1% | +60.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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