+572,710.5%
MNST vs SAP
+2,233.8%
+570,476.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.4% |
| 7D | -6.5% | -2.9% | -3.6% | -6.0% |
| 30D | -7.2% | +9.0% | -16.2% | -8.8% |
| 3M | -1.0% | +14.9% | -16.0% | -4.0% |
| 6M | +11.5% | +11.9% | -0.4% | +8.2% |
| YTD | +14.3% | -9.9% | +24.2% | +15.0% |
| 1Y | +38.1% | -19.5% | +57.7% | +41.7% |
| 3Y | +55.0% | +61.8% | -6.8% | +37.9% |
| 5Y | +79.6% | +56.2% | +23.5% | +59.4% |
| 10Y | +241.8% | +180.6% | +61.2% | +171.8% |
| All | +572,710.5% | +2,233.8% | +570,476.7% | +422,844.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling