+1,542.6%
MPWR vs MNST
+301.8%
+1,240.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -4.4% | +9.6% | +7.5% |
| 7D | -1.7% | -3.4% | +1.7% | -0.2% |
| 30D | -16.5% | +6.6% | -23.1% | -19.8% |
| 3M | -12.3% | -2.9% | -9.4% | -12.0% |
| 6M | -27.7% | +18.4% | -46.2% | -36.1% |
| YTD | +32.0% | +19.3% | +12.7% | +16.2% |
| 1Y | +25.1% | +37.9% | -12.8% | +1.0% |
| 3Y | +146.5% | +62.9% | +83.6% | +72.1% |
| 5Y | +126.0% | +99.6% | +26.5% | +35.4% |
| All | +1,542.6% | +301.8% | +1,240.9% | +640.5% |
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