+4,407.5%
MU vs MNST
+344.7%
+4,062.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.0% | -4.5% | -3.5% |
| 7D | +12.8% | +1.6% | +11.2% | +11.9% |
| 30D | -14.9% | +5.1% | -19.9% | -17.4% |
| 3M | -18.0% | -0.5% | -17.6% | -18.9% |
| 6M | -3.1% | +8.1% | -11.3% | -9.0% |
| YTD | +172.9% | +21.2% | +151.7% | +141.7% |
| 1Y | +228.8% | +30.7% | +198.1% | +180.4% |
| 3Y | +950.8% | +67.3% | +883.5% | +661.4% |
| 5Y | +931.3% | +101.9% | +829.4% | +552.9% |
| All | +4,407.5% | +344.7% | +4,062.8% | +2,001.3% |
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