+3,665.4%
MNST vs VYM
+492.8%
+3,172.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.2% |
| 7D | -6.5% | 0.0% | -6.5% | -6.5% |
| 30D | -7.2% | -0.5% | -6.7% | -6.8% |
| 3M | -1.0% | +3.0% | -4.0% | -3.6% |
| 6M | +11.5% | +8.2% | +3.3% | +4.0% |
| YTD | +14.3% | +15.8% | -1.5% | +0.3% |
| 1Y | +38.1% | +20.8% | +17.3% | +16.4% |
| 3Y | +55.0% | +65.3% | -10.3% | -2.7% |
| 5Y | +79.6% | +76.6% | +3.0% | +6.0% |
| 10Y | +241.8% | +203.9% | +37.9% | +20.8% |
| All | +3,665.4% | +492.8% | +3,172.6% | +700.9% |
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