+342.1%
NEM vs MNST
+336.2%
+6.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.4% | -5.3% | -5.0% |
| 7D | -5.9% | -4.7% | -1.2% | -5.1% |
| 30D | -2.6% | +5.2% | -7.8% | -3.4% |
| 3M | -4.2% | -0.9% | -3.3% | -4.2% |
| 6M | -5.5% | +6.1% | -11.6% | -6.8% |
| YTD | +13.5% | +18.9% | -5.3% | +9.5% |
| 1Y | +22.2% | +29.3% | -7.2% | +16.0% |
| 3Y | +249.0% | +64.9% | +184.1% | +215.2% |
| 5Y | +120.1% | +98.0% | +22.1% | +91.1% |
| All | +342.1% | +336.2% | +6.0% | +225.1% |
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