+30.3%
MNST vs SAP
-4.0%
+34.3%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.3% |
| 7D | -5.0% | +1.6% | -6.6% | -5.0% |
| 30D | +4.6% | +10.5% | -6.0% | +4.1% |
| 3M | +1.0% | +15.2% | -14.1% | +0.4% |
| 6M | +5.8% | +36.7% | -30.9% | +4.1% |
| YTD | +19.1% | -0.6% | +19.6% | +19.0% |
| All | +30.3% | -4.0% | +34.3% | +30.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling