+449.7%
V vs MNST
+301.8%
+147.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.4% | +4.4% | +1.9% |
| 7D | +2.2% | -3.4% | +5.6% | +3.7% |
| 30D | +13.6% | +6.6% | +7.0% | +10.5% |
| 3M | +14.3% | -2.9% | +17.2% | +15.5% |
| 6M | +33.1% | +18.4% | +14.7% | +22.8% |
| YTD | +21.2% | +19.3% | +2.0% | +10.8% |
| 1Y | +26.4% | +37.9% | -11.5% | +8.0% |
| 3Y | +77.6% | +62.9% | +14.7% | +37.5% |
| 5Y | +102.6% | +99.6% | +3.0% | +38.8% |
| All | +449.7% | +301.8% | +147.9% | +195.7% |
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