+26.2%
MNST vs SAP
+42.4%
-16.2%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.5% | -3.3% | -2.0% |
| 7D | +3.2% | +4.0% | -0.8% | +2.9% |
| 30D | +10.6% | +15.7% | -5.1% | +9.7% |
| 3M | +1.3% | +23.4% | -22.1% | +0.4% |
| 6M | +26.2% | +41.3% | -15.1% | +23.9% |
| All | +26.2% | +42.4% | -16.2% | +23.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling