+499.2%
NOW vs MNST
+301.8%
+197.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.4% | +4.0% | +1.6% |
| 7D | -3.0% | -3.4% | +0.4% | -1.5% |
| 30D | -26.0% | +6.6% | -32.7% | -28.5% |
| 3M | -13.1% | -2.9% | -10.2% | -12.6% |
| 6M | +14.5% | +18.4% | -3.9% | +3.8% |
| YTD | -33.4% | +19.3% | -52.7% | -40.6% |
| 1Y | -40.6% | +37.9% | -78.5% | -51.2% |
| 3Y | -16.3% | +62.9% | -79.2% | -38.9% |
| 5Y | -26.3% | +99.6% | -125.9% | -52.8% |
| All | +499.2% | +301.8% | +197.4% | +197.1% |
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