+3,892.3%
MNST vs VYM
+498.6%
+3,393.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.1% | +2.1% |
| 7D | +1.6% | +3.7% | -2.1% | -1.6% |
| 30D | +5.1% | +3.7% | +1.4% | +1.7% |
| 3M | -0.5% | -0.7% | +0.2% | +0.1% |
| 6M | +8.1% | +7.2% | +0.9% | +1.6% |
| YTD | +21.2% | +16.9% | +4.2% | +5.4% |
| 1Y | +30.7% | +19.6% | +11.1% | +11.3% |
| 3Y | +67.3% | +74.6% | -7.3% | 0.0% |
| 5Y | +101.9% | +72.3% | +29.5% | +21.8% |
| 10Y | +343.3% | +206.5% | +136.8% | +55.5% |
| All | +3,892.3% | +498.6% | +3,393.7% | +741.4% |
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