+3,971.9%
MU vs MNST
+301.8%
+3,670.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -4.4% | +9.5% | +7.3% |
| 7D | -22.0% | -3.4% | -18.6% | -20.9% |
| 30D | -36.6% | +6.6% | -43.2% | -39.0% |
| 3M | -21.7% | -2.9% | -18.8% | -21.6% |
| 6M | +3.5% | +18.4% | -14.9% | -7.0% |
| YTD | +141.9% | +19.3% | +122.7% | +116.1% |
| 1Y | +189.8% | +37.9% | +151.9% | +140.1% |
| 3Y | +855.4% | +62.9% | +792.5% | +603.1% |
| 5Y | +869.2% | +99.6% | +769.6% | +518.1% |
| All | +3,971.9% | +301.8% | +3,670.2% | +1,867.7% |
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