+328.4%
MNST vs Z
-19.5%
+347.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.5% | +4.9% | 0.0% |
| 7D | -3.9% | -6.5% | +2.6% | -3.3% |
| 30D | +3.9% | -0.1% | +4.0% | +3.7% |
| 3M | -0.8% | -14.1% | +13.3% | +0.5% |
| 6M | +5.1% | -30.1% | +35.1% | +8.6% |
| YTD | +18.3% | -57.5% | +75.8% | +28.4% |
| 1Y | +29.5% | -60.3% | +89.8% | +41.5% |
| 3Y | +64.0% | -21.0% | +85.1% | +59.7% |
| 5Y | +97.2% | -54.9% | +152.1% | +99.7% |
| 10Y | +328.4% | -16.0% | +344.5% | +270.4% |
| All | +328.4% | -19.5% | +347.9% | +270.4% |
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