+245.6%
MNST vs SAP
+177.1%
+68.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.3% |
| 7D | -6.5% | -2.9% | -3.6% | -5.7% |
| 30D | -7.2% | +9.0% | -16.2% | -9.8% |
| 3M | -1.0% | +14.9% | -16.0% | -5.9% |
| 6M | +11.5% | +11.9% | -0.4% | +6.1% |
| YTD | +14.3% | -9.9% | +24.2% | +16.1% |
| 1Y | +38.1% | -19.5% | +57.7% | +45.7% |
| 3Y | +55.0% | +61.8% | -6.8% | +20.2% |
| 5Y | +79.6% | +56.2% | +23.5% | +38.2% |
| All | +245.6% | +177.1% | +68.4% | +82.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 SAP 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