+298.3%
UNP vs MNST
+301.8%
-3.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.4% | +1.8% | -1.1% |
| 7D | -4.6% | -3.4% | -1.1% | -3.4% |
| 30D | +5.6% | +6.6% | -1.0% | +3.3% |
| 3M | -1.3% | -2.9% | +1.6% | -0.5% |
| 6M | +9.2% | +18.4% | -9.2% | +2.4% |
| YTD | +27.3% | +19.3% | +8.1% | +18.6% |
| 1Y | +35.9% | +37.9% | -2.0% | +20.0% |
| 3Y | +45.5% | +62.9% | -17.4% | +18.6% |
| 5Y | +36.0% | +99.6% | -63.6% | +0.1% |
| All | +298.3% | +301.8% | -3.5% | +144.6% |
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