+777.5%
MNST vs SFM
+40.3%
+737.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.8% | +0.4% | -3.9% |
| 7D | -3.4% | -1.2% | -2.2% | -3.3% |
| 30D | +6.6% | -24.8% | +31.4% | +9.3% |
| 3M | -2.9% | -43.7% | +40.8% | +2.4% |
| 6M | +18.4% | -37.3% | +55.7% | +23.2% |
| YTD | +19.3% | -38.4% | +57.6% | +23.7% |
| 1Y | +37.9% | -36.9% | +74.8% | +42.6% |
| 3Y | +62.9% | +20.7% | +42.2% | +50.7% |
| 5Y | +99.6% | +103.5% | -3.9% | +69.7% |
| 10Y | +305.7% | +139.7% | +166.0% | +225.4% |
| All | +777.5% | +40.3% | +737.3% | +649.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling