+227.5%
UNH vs MNST
+305.0%
-77.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.5% | +2.1% |
| 7D | +0.2% | -3.9% | +4.1% | +1.4% |
| 30D | +6.8% | +3.9% | +2.9% | +5.4% |
| 3M | -0.3% | -0.8% | +0.5% | -0.3% |
| 6M | +7.9% | +5.1% | +2.8% | +5.7% |
| YTD | +25.1% | +18.3% | +6.9% | +16.9% |
| 1Y | +29.3% | +29.5% | -0.2% | +16.9% |
| 3Y | -20.3% | +64.0% | -84.3% | -35.1% |
| 5Y | -3.6% | +97.2% | -100.8% | -28.9% |
| 10Y | +227.5% | +328.4% | -101.0% | +98.3% |
| All | +227.5% | +305.0% | -77.5% | +98.3% |
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