+40.4%
UNP vs MNST
+97.2%
-56.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.6% |
| 7D | +2.1% | -4.7% | +6.8% | +3.3% |
| 30D | +7.7% | +5.2% | +2.5% | +6.5% |
| 3M | +4.0% | -0.9% | +4.9% | +4.2% |
| 6M | +15.7% | +6.1% | +9.5% | +14.0% |
| YTD | +33.5% | +18.9% | +14.6% | +27.6% |
| 1Y | +38.9% | +29.3% | +9.6% | +30.1% |
| 3Y | +53.7% | +64.9% | -11.2% | +33.9% |
| 5Y | +40.4% | +98.0% | -57.6% | +15.8% |
| All | +40.4% | +97.2% | -56.7% | +15.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling