+245.3%
UNH vs MNST
+241.5%
+3.9%
-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% | -1.2% | -1.7% |
| 7D | -1.7% | -3.6% | +1.9% | -0.5% |
| 30D | -3.8% | -6.3% | +2.5% | -1.9% |
| 3M | -4.3% | -5.0% | +0.7% | -2.9% |
| 6M | +38.6% | +13.1% | +25.5% | +32.0% |
| YTD | +20.7% | +11.8% | +8.9% | +15.1% |
| 1Y | +16.0% | +35.2% | -19.2% | +3.0% |
| 3Y | -13.5% | +52.0% | -65.5% | -27.8% |
| 5Y | +3.5% | +77.9% | -74.3% | -20.5% |
| 10Y | +245.3% | +248.4% | -3.1% | +122.1% |
| All | +245.3% | +241.5% | +3.9% | +122.1% |
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