+56.6%
MNST vs SAP
+62.3%
-5.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.5% |
| 7D | -6.5% | -2.9% | -3.6% | -6.2% |
| 30D | -7.2% | +9.0% | -16.2% | -8.0% |
| 3M | -1.0% | +14.9% | -16.0% | -2.5% |
| 6M | +11.5% | +11.9% | -0.4% | +10.0% |
| YTD | +14.3% | -9.9% | +24.2% | +15.7% |
| 1Y | +38.1% | -19.5% | +57.7% | +42.1% |
| All | +56.6% | +62.3% | -5.6% | +37.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling