+273.3%
UNP vs MNST
+245.8%
+27.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.4% |
| 7D | -5.3% | -6.5% | +1.1% | -3.1% |
| 30D | -1.5% | -7.2% | +5.7% | +0.9% |
| 3M | +10.3% | -1.0% | +11.3% | +10.4% |
| 6M | +9.7% | +11.5% | -1.8% | +5.0% |
| YTD | +27.1% | +14.3% | +12.8% | +20.2% |
| 1Y | +32.6% | +38.1% | -5.5% | +16.7% |
| 3Y | +40.0% | +55.0% | -15.0% | +16.0% |
| 5Y | +50.8% | +79.6% | -28.8% | +15.7% |
| All | +273.3% | +245.8% | +27.5% | +144.2% |
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