+313.1%
MNST vs SM
+4.9%
+308.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.7% | +2.6% | -0.1% |
| 7D | -5.0% | -22.3% | +17.3% | -4.0% |
| 30D | +4.6% | -21.4% | +25.9% | +5.6% |
| 3M | +1.0% | +1.4% | -0.3% | +0.7% |
| 6M | +5.8% | +0.1% | +5.7% | +5.2% |
| YTD | +19.1% | +59.0% | -39.9% | +15.3% |
| 1Y | +30.9% | +64.3% | -33.4% | +26.5% |
| 3Y | +65.7% | -13.1% | +78.9% | +63.3% |
| 5Y | +99.0% | -13.9% | +112.8% | +92.8% |
| 10Y | +313.1% | +1.7% | +311.4% | +234.0% |
| All | +313.1% | +4.9% | +308.1% | +234.0% |
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