+186,861.3%
MNST vs SBAC
+2,208.1%
+184,653.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.5% |
| 7D | -6.5% | -0.8% | -5.7% | -6.4% |
| 30D | -7.2% | +6.9% | -14.1% | -7.8% |
| 3M | -1.0% | -8.2% | +7.2% | -0.3% |
| 6M | +11.5% | -1.6% | +13.1% | +11.3% |
| YTD | +14.3% | -0.1% | +14.4% | +13.8% |
| 1Y | +38.1% | -0.5% | +38.6% | +37.5% |
| 3Y | +55.0% | -9.1% | +64.0% | +54.9% |
| 5Y | +79.6% | -43.8% | +123.4% | +87.1% |
| 10Y | +241.8% | +80.5% | +161.3% | +223.0% |
| All | +186,861.3% | +2,208.1% | +184,653.2% | +163,823.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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