+790.3%
VLO vs MNST
+344.7%
+445.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.0% | -0.7% | +0.7% |
| 7D | +9.6% | +1.6% | +8.0% | +9.1% |
| 30D | -17.4% | +5.1% | -22.5% | -18.7% |
| 3M | +10.8% | -0.5% | +11.2% | +10.6% |
| 6M | +56.9% | +8.1% | +48.8% | +52.7% |
| YTD | +136.8% | +21.2% | +115.6% | +120.5% |
| 1Y | +120.7% | +30.7% | +89.9% | +100.5% |
| 3Y | +231.9% | +67.3% | +164.6% | +172.7% |
| 5Y | +479.0% | +101.9% | +377.1% | +329.8% |
| All | +790.3% | +344.7% | +445.6% | +411.3% |
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