+6,028.8%
MU vs MNST
+242.3%
+5,786.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.6% | +6.7% | +6.4% |
| 7D | +9.0% | -6.5% | +15.5% | +12.7% |
| 30D | +13.8% | -7.2% | +21.0% | +17.6% |
| 3M | +2.1% | -1.0% | +3.1% | +1.3% |
| 6M | +153.8% | +11.5% | +142.3% | +136.9% |
| YTD | +256.4% | +14.3% | +242.1% | +228.0% |
| 1Y | +719.8% | +38.1% | +681.6% | +580.4% |
| 3Y | +1,360.4% | +55.0% | +1,305.4% | +1,007.8% |
| 5Y | +1,312.4% | +79.6% | +1,232.8% | +861.8% |
| All | +6,028.8% | +242.3% | +5,786.5% | +3,164.1% |
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