+427.5%
ORLY vs MNST
+344.7%
+82.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.0% | -1.3% | 0.0% |
| 7D | +2.6% | +1.6% | +0.9% | +2.0% |
| 30D | +6.3% | +5.1% | +1.3% | +4.5% |
| 3M | -0.4% | -0.5% | +0.1% | -0.4% |
| 6M | +2.8% | +8.1% | -5.4% | -0.3% |
| YTD | +1.1% | +21.2% | -20.1% | -6.7% |
| 1Y | -6.3% | +30.7% | -37.0% | -15.9% |
| 3Y | +38.9% | +67.3% | -28.5% | +11.6% |
| 5Y | +113.1% | +101.9% | +11.2% | +55.6% |
| All | +427.5% | +344.7% | +82.8% | +188.2% |
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