+332.4%
NEM vs MNST
+316.3%
+16.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.2% | +3.7% | +3.5% |
| 7D | +14.7% | -5.0% | +19.7% | +15.8% |
| 30D | +6.2% | +4.6% | +1.6% | +5.3% |
| 3M | +11.0% | +1.0% | +10.0% | +10.7% |
| 6M | +7.9% | +5.8% | +2.1% | +6.4% |
| YTD | +26.2% | +19.1% | +7.1% | +21.5% |
| 1Y | +51.5% | +30.9% | +20.6% | +43.4% |
| 3Y | +290.6% | +65.7% | +224.9% | +251.7% |
| 5Y | +153.1% | +99.0% | +54.1% | +118.8% |
| 10Y | +332.4% | +313.1% | +19.3% | +221.4% |
| All | +332.4% | +316.3% | +16.1% | +221.4% |
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