+60.5%
VZ vs MNST
+242.3%
-181.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.8% |
| 7D | +0.1% | -6.5% | +6.6% | +1.5% |
| 30D | +7.9% | -7.2% | +15.1% | +9.6% |
| 3M | +13.6% | -1.0% | +14.7% | +13.8% |
| 6M | +1.1% | +11.5% | -10.4% | -1.7% |
| YTD | +29.3% | +14.3% | +15.0% | +24.9% |
| 1Y | +21.2% | +38.1% | -16.9% | +12.0% |
| 3Y | +75.9% | +55.0% | +20.9% | +56.6% |
| 5Y | +24.1% | +79.6% | -55.5% | +5.3% |
| All | +60.5% | +242.3% | -181.8% | +16.7% |
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