+349.6%
MNST vs SHAK
+47.7%
+302.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | -6.5% | -0.7% | -5.8% | -6.4% |
| 30D | -7.2% | -6.6% | -0.6% | -6.6% |
| 3M | -1.0% | +30.1% | -31.1% | -4.3% |
| 6M | +11.5% | -28.7% | +40.2% | +14.5% |
| YTD | +14.3% | -14.5% | +28.8% | +14.7% |
| 1Y | +38.1% | -31.9% | +70.0% | +41.9% |
| 3Y | +55.0% | -1.0% | +55.9% | +47.5% |
| 5Y | +79.6% | -18.7% | +98.3% | +70.0% |
| 10Y | +241.8% | +98.1% | +143.7% | +186.2% |
| All | +349.6% | +47.7% | +302.0% | +278.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 SHAK 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