+101.3%
MNST vs SAP
+70.5%
+30.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.1% | -0.3% | -3.6% |
| 7D | -3.4% | -0.7% | -2.8% | -3.3% |
| 30D | +6.6% | +11.1% | -4.5% | +4.4% |
| 3M | -2.9% | +17.0% | -19.9% | -6.0% |
| 6M | +18.4% | +34.8% | -16.4% | +10.6% |
| YTD | +19.3% | -2.2% | +21.5% | +19.5% |
| 1Y | +37.9% | -6.4% | +44.3% | +39.8% |
| 3Y | +62.9% | +75.1% | -12.3% | +29.0% |
| All | +101.3% | +70.5% | +30.8% | +51.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling