+39.1%
MNST vs SM
+41.6%
-2.6%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +1.9% | -0.8% |
| 7D | -6.5% | +0.1% | -6.6% | -6.5% |
| 30D | -7.2% | +26.3% | -33.5% | -5.2% |
| 3M | -1.0% | +8.7% | -9.7% | +0.1% |
| 6M | +11.5% | +51.7% | -40.2% | +15.3% |
| YTD | +14.3% | +99.0% | -84.7% | +18.2% |
| All | +39.1% | +41.6% | -2.6% | +42.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling