+271.8%
UNP vs MNST
+240.5%
+31.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | +0.1% |
| 7D | -0.7% | -4.1% | +3.3% | +0.7% |
| 30D | -1.1% | -4.5% | +3.4% | +0.3% |
| 3M | +7.9% | -2.5% | +10.3% | +8.5% |
| 6M | +14.6% | +14.1% | +0.5% | +8.8% |
| YTD | +26.6% | +12.6% | +14.0% | +20.4% |
| 1Y | +35.6% | +36.9% | -1.4% | +19.6% |
| 3Y | +45.5% | +53.1% | -7.6% | +21.0% |
| 5Y | +50.0% | +78.2% | -28.2% | +15.3% |
| 10Y | +271.8% | +240.4% | +31.4% | +144.4% |
| All | +271.8% | +240.5% | +31.3% | +144.4% |
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