+160.1%
MPWR vs MNST
+101.0%
+59.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.6% | -0.2% | +16.8% | +16.7% |
| 7D | +11.6% | -5.0% | +16.5% | +13.4% |
| 30D | +0.1% | +4.6% | -4.5% | -2.0% |
| 3M | -0.8% | +1.0% | -1.8% | -2.0% |
| 6M | -13.0% | +5.8% | -18.8% | -16.5% |
| YTD | +53.9% | +19.1% | +34.9% | +39.5% |
| 1Y | +45.8% | +30.9% | +14.9% | +26.4% |
| 3Y | +194.3% | +65.7% | +128.5% | +120.2% |
| 5Y | +160.1% | +99.0% | +61.2% | +53.2% |
| All | +160.1% | +101.0% | +59.1% | +53.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling