+45.2%
NU vs MNST
+94.5%
-49.3%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.4% | -1.8% |
| 7D | -2.6% | -3.6% | +1.0% | -1.1% |
| 30D | +8.2% | -6.3% | +14.5% | +11.2% |
| 3M | +26.3% | -5.0% | +31.2% | +28.6% |
| 6M | +2.2% | +13.1% | -10.9% | -4.7% |
| YTD | -10.4% | +11.8% | -22.1% | -16.5% |
| 1Y | -3.0% | +35.2% | -38.2% | -19.0% |
| 3Y | +120.3% | +52.0% | +68.3% | +67.9% |
| All | +45.2% | +94.5% | -49.3% | -19.8% |
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