+284.1%
UNP vs MNST
+305.0%
-20.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.4% |
| 7D | -0.9% | -3.9% | +3.0% | +0.5% |
| 30D | +8.0% | +3.9% | +4.1% | +6.6% |
| 3M | +3.3% | -0.8% | +4.2% | +3.5% |
| 6M | +14.7% | +5.1% | +9.6% | +12.4% |
| YTD | +31.9% | +18.3% | +13.7% | +23.1% |
| 1Y | +37.1% | +29.5% | +7.6% | +23.7% |
| 3Y | +51.9% | +64.0% | -12.2% | +23.0% |
| 5Y | +39.3% | +97.2% | -57.9% | +2.5% |
| 10Y | +284.1% | +328.4% | -44.3% | +134.3% |
| All | +284.1% | +305.0% | -20.9% | +134.3% |
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