+869.5%
VLO vs MNST
+241.8%
+627.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.2% |
| 7D | +5.2% | -6.5% | +11.7% | +7.2% |
| 30D | +22.6% | -7.2% | +29.8% | +25.1% |
| 3M | +43.8% | -1.0% | +44.8% | +43.8% |
| 6M | +65.7% | +11.5% | +54.3% | +59.1% |
| YTD | +131.1% | +14.3% | +116.8% | +119.5% |
| 1Y | +143.6% | +38.1% | +105.5% | +116.9% |
| 3Y | +201.4% | +55.0% | +146.4% | +153.9% |
| 5Y | +568.9% | +79.6% | +489.3% | +420.5% |
| All | +869.5% | +241.8% | +627.7% | +530.0% |
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