+62.9%
MNST vs SAN
+235.5%
-172.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.2% | -2.2% | -4.2% |
| 7D | -3.4% | +4.9% | -8.3% | -3.9% |
| 30D | +6.6% | -13.0% | +19.6% | +8.1% |
| 3M | -2.9% | -18.9% | +16.0% | -0.8% |
| 6M | +18.4% | -4.1% | +22.6% | +18.5% |
| YTD | +19.3% | +2.6% | +16.7% | +18.1% |
| 1Y | +37.9% | +16.9% | +21.0% | +34.8% |
| 3Y | +62.9% | +239.1% | -176.2% | +44.2% |
| All | +62.9% | +235.5% | -172.6% | +44.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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