+229.6%
MRK vs MNST
+316.3%
-86.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.4% |
| 7D | +0.3% | -5.0% | +5.2% | +1.5% |
| 30D | +2.2% | +4.6% | -2.4% | +1.0% |
| 3M | +16.4% | +1.0% | +15.4% | +15.9% |
| 6M | +35.3% | +5.8% | +29.5% | +33.0% |
| YTD | +44.2% | +19.1% | +25.2% | +37.0% |
| 1Y | +77.5% | +30.9% | +46.6% | +64.6% |
| 3Y | +59.2% | +65.7% | -6.5% | +37.5% |
| 5Y | +109.6% | +99.0% | +10.6% | +69.9% |
| 10Y | +229.6% | +313.1% | -83.4% | +124.5% |
| All | +229.6% | +316.3% | -86.7% | +124.5% |
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