+244.8%
ORCL vs MNST
+301.8%
-57.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.4% | +5.2% | +2.1% |
| 7D | -11.2% | -3.4% | -7.7% | -10.3% |
| 30D | -18.8% | +6.6% | -25.5% | -20.8% |
| 3M | -18.8% | -2.9% | -15.9% | -18.5% |
| 6M | -39.7% | +18.4% | -58.2% | -43.9% |
| YTD | -39.6% | +19.3% | -58.9% | -44.4% |
| 1Y | -51.7% | +37.9% | -89.6% | -57.9% |
| 3Y | +10.2% | +62.9% | -52.6% | -11.8% |
| 5Y | +30.8% | +99.6% | -68.8% | -5.2% |
| All | +244.8% | +301.8% | -57.0% | +101.4% |
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