+214.3%
UNH vs MNST
+336.2%
-121.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.2% | +0.4% |
| 7D | +2.4% | -4.7% | +7.1% | +4.0% |
| 30D | +7.2% | +5.2% | +2.0% | +5.4% |
| 3M | +0.5% | -0.9% | +1.4% | +0.5% |
| 6M | +3.4% | +6.1% | -2.7% | +0.9% |
| YTD | +25.2% | +18.9% | +6.3% | +16.7% |
| 1Y | +22.7% | +29.3% | -6.6% | +10.9% |
| 3Y | -20.3% | +64.9% | -85.2% | -35.3% |
| 5Y | -3.4% | +98.0% | -101.4% | -28.9% |
| All | +214.3% | +336.2% | -121.9% | +86.7% |
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