+238.4%
MRK vs MNST
+243.9%
-5.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.9% |
| 7D | -0.9% | -4.1% | +3.2% | +0.1% |
| 30D | +15.5% | -4.5% | +20.0% | +16.7% |
| 3M | +25.1% | -2.5% | +27.6% | +25.7% |
| 6M | +30.1% | +14.1% | +16.0% | +25.2% |
| YTD | +43.1% | +12.6% | +30.5% | +38.1% |
| 1Y | +82.5% | +36.9% | +45.5% | +67.2% |
| 3Y | +49.3% | +53.1% | -3.8% | +31.7% |
| 5Y | +130.3% | +78.2% | +52.0% | +92.7% |
| All | +238.4% | +243.9% | -5.6% | +142.2% |
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