+354.7%
MNST vs Z
-16.5%
+371.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.5% | -1.5% | +1.6% |
| 7D | +1.6% | +0.8% | +0.8% | +1.5% |
| 30D | +5.1% | +5.2% | -0.1% | +4.3% |
| 3M | -0.5% | -17.0% | +16.6% | +1.2% |
| 6M | +8.1% | -22.7% | +30.8% | +10.5% |
| YTD | +21.2% | -56.3% | +77.5% | +31.2% |
| 1Y | +30.7% | -57.7% | +88.4% | +41.8% |
| 3Y | +67.3% | -16.5% | +83.9% | +61.7% |
| 5Y | +101.9% | -53.4% | +155.3% | +103.7% |
| All | +354.7% | -16.5% | +371.2% | +291.9% |
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