+29.5%
MNST vs SAP
-5.5%
+34.9%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.9% | -0.5% |
| 7D | -3.9% | +1.5% | -5.4% | -3.9% |
| 30D | +3.9% | +8.8% | -4.9% | +3.5% |
| 3M | -0.8% | +12.1% | -12.9% | -1.3% |
| 6M | +5.1% | +34.6% | -29.5% | +3.5% |
| YTD | +18.3% | -2.1% | +20.4% | +18.4% |
| 1Y | +29.5% | -5.5% | +35.0% | +29.4% |
| All | +29.5% | -5.5% | +34.9% | +29.4% |
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