+313.1%
MNST vs Z
-11.7%
+324.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.8% | -4.0% | -0.6% |
| 7D | -5.0% | -5.2% | +0.2% | -4.5% |
| 30D | +4.6% | +5.7% | -1.1% | +3.7% |
| 3M | +1.0% | -8.7% | +9.8% | +1.7% |
| 6M | +5.8% | -26.0% | +31.8% | +8.7% |
| YTD | +19.1% | -55.0% | +74.1% | +28.5% |
| 1Y | +30.9% | -58.0% | +88.9% | +42.2% |
| 3Y | +65.7% | -15.2% | +80.9% | +60.0% |
| 5Y | +99.0% | -53.8% | +152.8% | +101.1% |
| 10Y | +313.1% | -14.5% | +327.6% | +250.1% |
| All | +313.1% | -11.7% | +324.7% | +250.1% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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