+717.1%
VLO vs MNST
+305.0%
+412.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.5% |
| 7D | -9.5% | -3.9% | -5.6% | -8.6% |
| 30D | -19.1% | +3.9% | -23.0% | -20.2% |
| 3M | +11.4% | -0.8% | +12.2% | +11.3% |
| 6M | +46.7% | +5.1% | +41.7% | +43.9% |
| YTD | +118.6% | +18.3% | +100.4% | +105.1% |
| 1Y | +99.9% | +29.5% | +70.4% | +82.0% |
| 3Y | +210.5% | +64.0% | +146.4% | +156.5% |
| 5Y | +432.7% | +97.2% | +335.5% | +298.1% |
| 10Y | +717.1% | +328.4% | +388.7% | +377.7% |
| All | +717.1% | +305.0% | +412.1% | +377.7% |
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