+136.0%
NVO vs MNST
+253.9%
-117.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.7% | -2.9% | -2.3% |
| 7D | -7.6% | -1.0% | -6.6% | -7.4% |
| 30D | -6.0% | -5.6% | -0.4% | -4.7% |
| 3M | -0.8% | -5.7% | +4.9% | +0.5% |
| 6M | +16.5% | +12.0% | +4.5% | +13.1% |
| YTD | -11.1% | +13.2% | -24.3% | -14.2% |
| 1Y | -16.7% | +36.1% | -52.8% | -23.4% |
| 3Y | -52.9% | +52.9% | -105.8% | -58.3% |
| 5Y | -3.0% | +81.0% | -84.0% | -19.2% |
| All | +136.0% | +253.9% | -117.9% | +66.8% |
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