+359.4%
ORLY vs MNST
+251.4%
+108.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.2% | -0.9% |
| 7D | -2.1% | -2.2% | +0.1% | -1.4% |
| 30D | -7.6% | -5.4% | -2.3% | -5.9% |
| 3M | -5.5% | -5.5% | 0.0% | -3.8% |
| 6M | -9.7% | +12.4% | -22.1% | -14.1% |
| YTD | -6.2% | +12.4% | -18.7% | -11.1% |
| 1Y | -18.6% | +37.2% | -55.8% | -28.5% |
| 3Y | +33.8% | +52.9% | -19.0% | +10.8% |
| 5Y | +116.5% | +79.7% | +36.8% | +65.1% |
| All | +359.4% | +251.4% | +108.0% | +180.2% |
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