+354.7%
MNST vs SAP
+237.3%
+117.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.4% | +1.6% | +1.8% |
| 7D | +1.6% | +0.6% | +1.0% | +1.4% |
| 30D | +5.1% | +6.5% | -1.5% | +3.1% |
| 3M | -0.5% | +12.2% | -12.7% | -4.1% |
| 6M | +8.1% | +46.1% | -37.9% | -5.0% |
| YTD | +21.2% | -1.6% | +22.8% | +19.8% |
| 1Y | +30.7% | -5.1% | +35.8% | +30.8% |
| 3Y | +67.3% | +68.4% | -1.1% | +29.3% |
| 5Y | +101.9% | +79.4% | +22.4% | +48.6% |
| All | +354.7% | +237.3% | +117.4% | +121.0% |
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