+62.9%
MNST vs SFM
+18.5%
+44.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.8% | +0.4% | -4.2% |
| 7D | -3.4% | -1.2% | -2.2% | -3.3% |
| 30D | +6.6% | -24.8% | +31.4% | +7.4% |
| 3M | -2.9% | -43.7% | +40.8% | -1.4% |
| 6M | +18.4% | -37.3% | +55.7% | +20.0% |
| YTD | +19.3% | -38.4% | +57.6% | +20.8% |
| 1Y | +37.9% | -36.9% | +74.8% | +39.4% |
| 3Y | +62.9% | +20.7% | +42.2% | +44.7% |
| All | +62.9% | +18.5% | +44.3% | +44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 3y: compounded portfolio wealth divided by compounded SFM 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…
3y analysis · Full analysis span regression · 6 months rolling