+202.2%
MNST vs SITM
+4,608.4%
-4,406.2%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +6.5% | -7.1% | -1.0% |
| 7D | -6.5% | +9.7% | -16.2% | -7.1% |
| 30D | -7.2% | +12.7% | -19.9% | -8.5% |
| 3M | -1.0% | -13.4% | +12.4% | -1.0% |
| 6M | +11.5% | +59.6% | -48.1% | +5.6% |
| YTD | +14.3% | +73.3% | -59.0% | +7.1% |
| 1Y | +38.1% | +165.5% | -127.4% | +23.7% |
| 3Y | +55.0% | +368.7% | -313.7% | +24.4% |
| 5Y | +79.6% | +172.5% | -92.9% | +42.8% |
| All | +202.2% | +4,608.4% | -4,406.2% | +62.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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