+295.2%
SCHW vs MNST
+251.4%
+43.8%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.2% | +0.5% |
| 7D | -2.8% | -2.2% | -0.5% | -2.0% |
| 30D | -0.1% | -5.4% | +5.3% | +1.9% |
| 3M | +20.6% | -5.5% | +26.1% | +22.8% |
| 6M | +15.9% | +12.4% | +3.6% | +10.1% |
| YTD | +8.5% | +12.4% | -3.9% | +2.7% |
| 1Y | +17.8% | +37.2% | -19.3% | +2.7% |
| 3Y | +88.5% | +52.9% | +35.6% | +54.6% |
| 5Y | +60.6% | +79.7% | -19.1% | +20.6% |
| All | +295.2% | +251.4% | +43.8% | +152.7% |
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