+1,865.4%
MPWR vs MNST
+336.2%
+1,529.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.4% | -2.5% | -2.3% |
| 7D | +27.9% | -4.7% | +32.7% | +30.9% |
| 30D | +9.7% | +5.2% | +4.5% | +6.1% |
| 3M | +1.7% | -0.9% | +2.6% | +1.0% |
| 6M | -9.2% | +6.1% | -15.4% | -14.1% |
| YTD | +60.5% | +18.9% | +41.6% | +41.5% |
| 1Y | +52.0% | +29.3% | +22.7% | +27.5% |
| 3Y | +193.1% | +64.9% | +128.3% | +102.4% |
| 5Y | +167.3% | +98.0% | +69.3% | +60.5% |
| All | +1,865.4% | +336.2% | +1,529.3% | +747.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MNST.
Daily Out/Under-Performance
Portfolio return minus MNST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MNST 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 MNST 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