+19.7%
NU vs MNST
+107.2%
-87.6%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.2% | +2.9% | +2.8% |
| 7D | +6.4% | -5.0% | +11.3% | +8.6% |
| 30D | -23.3% | +4.6% | -27.9% | -25.1% |
| 3M | -10.7% | +1.0% | -11.7% | -11.6% |
| 6M | -10.4% | +5.8% | -16.2% | -13.4% |
| YTD | -26.2% | +19.1% | -45.2% | -33.3% |
| 1Y | -22.1% | +30.9% | -53.0% | -33.2% |
| 3Y | +49.6% | +65.7% | -16.1% | +8.4% |
| All | +19.7% | +107.2% | -87.6% | -36.0% |
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