+1,788.2%
MPWR vs MNST
+344.7%
+1,443.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +2.0% | -5.9% | -4.9% |
| 7D | +16.8% | +1.6% | +15.2% | +15.8% |
| 30D | +11.9% | +5.1% | +6.8% | +8.4% |
| 3M | +2.2% | -0.5% | +2.7% | +1.3% |
| 6M | -15.5% | +8.1% | -23.6% | -20.8% |
| YTD | +54.2% | +21.2% | +33.0% | +34.5% |
| 1Y | +51.5% | +30.7% | +20.7% | +26.3% |
| 3Y | +180.2% | +67.3% | +112.9% | +92.1% |
| 5Y | +156.8% | +101.9% | +54.9% | +52.6% |
| All | +1,788.2% | +344.7% | +1,443.5% | +705.2% |
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