+65.5%
VZ vs MNST
+301.8%
-236.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.4% | +3.5% | 0.0% |
| 7D | +2.1% | -3.4% | +5.6% | +2.9% |
| 30D | +1.4% | +6.6% | -5.2% | 0.0% |
| 3M | -1.3% | -2.9% | +1.6% | -0.8% |
| 6M | -0.5% | +18.4% | -19.0% | -4.5% |
| YTD | +19.6% | +19.3% | +0.4% | +14.4% |
| 1Y | +22.4% | +37.9% | -15.5% | +13.2% |
| 3Y | +55.9% | +62.9% | -7.0% | +37.4% |
| 5Y | +20.4% | +99.6% | -79.2% | -0.3% |
| All | +65.5% | +301.8% | -236.2% | +15.2% |
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