+961,497.5%
MNST vs SCCO
+33,989.4%
+927,508.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | -6.5% | -5.3% | -1.2% | -5.4% |
| 30D | -7.2% | +2.7% | -9.9% | -8.0% |
| 3M | -1.0% | +4.2% | -5.2% | -2.9% |
| 6M | +11.5% | -0.6% | +12.1% | +9.9% |
| YTD | +14.3% | +45.0% | -30.7% | +3.0% |
| 1Y | +38.1% | +109.3% | -71.2% | +14.0% |
| 3Y | +55.0% | +180.8% | -125.8% | +16.1% |
| 5Y | +79.6% | +314.3% | -234.6% | +19.5% |
| 10Y | +241.8% | +1,083.3% | -841.5% | +68.9% |
| All | +961,497.5% | +33,989.4% | +927,508.1% | +218,877.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO 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 SCCO 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