-24.8%
U vs MNST
+125.9%
-150.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | +32.3% | -5.0% | +37.3% | +35.9% |
| 30D | +9.7% | +4.6% | +5.1% | +5.6% |
| 3M | +19.6% | +1.0% | +18.6% | +17.6% |
| 6M | +82.6% | +5.8% | +76.9% | +73.2% |
| YTD | +16.4% | +19.1% | -2.6% | -0.3% |
| 1Y | +28.5% | +30.9% | -2.4% | +2.2% |
| 3Y | +103.8% | +65.7% | +38.0% | +28.1% |
| 5Y | -70.0% | +99.0% | -169.0% | -84.7% |
| All | -24.8% | +125.9% | -150.7% | -70.0% |
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