+204.1%
SHEL vs MNST
+316.3%
-112.3%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | -5.8% | -5.0% | -0.8% | -4.8% |
| 30D | -1.3% | +4.6% | -5.9% | -2.3% |
| 3M | +12.7% | +1.0% | +11.7% | +12.2% |
| 6M | +19.9% | +5.8% | +14.1% | +17.9% |
| YTD | +38.3% | +19.1% | +19.2% | +31.7% |
| 1Y | +35.7% | +30.9% | +4.8% | +26.3% |
| 3Y | +71.7% | +65.7% | +6.0% | +48.9% |
| 5Y | +158.4% | +99.0% | +59.5% | +108.1% |
| 10Y | +204.1% | +313.1% | -109.0% | +103.0% |
| All | +204.1% | +316.3% | -112.3% | +103.0% |
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