+3,815.8%
MNST vs VYM
+499.3%
+3,316.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.3% |
| 7D | -4.7% | +3.3% | -8.0% | -7.4% |
| 30D | +5.2% | +3.8% | +1.4% | +1.8% |
| 3M | -0.9% | -0.4% | -0.5% | -0.6% |
| 6M | +6.1% | +7.1% | -1.0% | -0.2% |
| YTD | +18.9% | +17.1% | +1.8% | +3.2% |
| 1Y | +29.3% | +18.4% | +10.9% | +11.0% |
| 3Y | +64.9% | +74.5% | -9.7% | -1.5% |
| 5Y | +98.0% | +72.5% | +25.5% | +19.4% |
| 10Y | +334.8% | +206.9% | +128.0% | +52.4% |
| All | +3,815.8% | +499.3% | +3,316.5% | +724.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling