-26.3%
U vs MNST
+124.4%
-150.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.5% | -1.7% |
| 7D | +24.4% | -3.9% | +28.3% | +26.9% |
| 30D | +7.4% | +3.9% | +3.5% | +3.8% |
| 3M | +16.8% | -0.8% | +17.6% | +16.2% |
| 6M | +78.8% | +5.1% | +73.7% | +70.3% |
| YTD | +14.0% | +18.3% | -4.3% | -2.0% |
| 1Y | +16.7% | +29.5% | -12.8% | -6.5% |
| 3Y | +86.4% | +64.0% | +22.3% | +18.0% |
| 5Y | -71.5% | +97.2% | -168.6% | -85.4% |
| All | -26.3% | +124.4% | -150.8% | -70.5% |
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