+212.4%
NXPI vs MNST
+344.7%
-132.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.0% | -2.8% | -1.7% |
| 7D | +6.8% | +1.6% | +5.1% | +5.9% |
| 30D | +20.0% | +5.1% | +15.0% | +17.0% |
| 3M | +14.8% | -0.5% | +15.3% | +14.4% |
| 6M | -10.5% | +8.1% | -18.6% | -14.8% |
| YTD | +23.7% | +21.2% | +2.5% | +10.3% |
| 1Y | +34.1% | +30.7% | +3.3% | +14.7% |
| 3Y | +51.2% | +67.3% | -16.1% | +10.1% |
| 5Y | +33.4% | +101.9% | -68.5% | -14.2% |
| All | +212.4% | +344.7% | -132.3% | +56.0% |
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