+199.0%
VLO vs MNST
+64.6%
+134.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.4% | +3.1% | -1.2% |
| 7D | -13.3% | -3.4% | -9.9% | -13.2% |
| 30D | -18.3% | +6.6% | -24.9% | -18.5% |
| 3M | +14.3% | -2.9% | +17.2% | +14.4% |
| 6M | +47.6% | +18.4% | +29.2% | +46.6% |
| YTD | +116.0% | +19.3% | +96.7% | +114.1% |
| 1Y | +101.0% | +37.9% | +63.1% | +96.2% |
| 3Y | +199.0% | +62.9% | +136.1% | +194.7% |
| All | +199.0% | +64.6% | +134.4% | +194.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling