+248.4%
MNST vs ZBRA
+407.5%
-159.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | -0.3% |
| 7D | -3.6% | -1.8% | -1.8% | -3.2% |
| 30D | -6.3% | -8.8% | +2.5% | -4.7% |
| 3M | -5.0% | +47.2% | -52.2% | -12.8% |
| 6M | +13.1% | +61.3% | -48.2% | +1.4% |
| YTD | +11.8% | +42.0% | -30.3% | +2.1% |
| 1Y | +35.2% | +10.5% | +24.8% | +29.6% |
| 3Y | +52.0% | +34.5% | +17.5% | +33.3% |
| 5Y | +77.9% | -40.3% | +118.1% | +87.5% |
| 10Y | +248.4% | +421.5% | -173.1% | +122.6% |
| All | +248.4% | +407.5% | -159.1% | +122.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 ZBRA 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