+245.6%
MNST vs SM
+5.6%
+240.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +1.9% | -0.5% |
| 7D | -6.5% | +0.1% | -6.6% | -6.5% |
| 30D | -7.2% | +26.3% | -33.5% | -8.3% |
| 3M | -1.0% | +8.7% | -9.7% | -1.6% |
| 6M | +11.5% | +51.7% | -40.2% | +8.7% |
| YTD | +14.3% | +99.0% | -84.7% | +9.8% |
| 1Y | +38.1% | +34.6% | +3.5% | +35.1% |
| 3Y | +55.0% | -7.8% | +62.7% | +52.7% |
| 5Y | +79.6% | +104.8% | -25.2% | +66.4% |
| All | +245.6% | +5.6% | +240.0% | +179.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 10y: compounded portfolio wealth divided by compounded SM 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…
10y analysis · Full analysis span regression · 6 months rolling