+99.8%
MNST vs SM
+5.5%
+94.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.1% | +2.0% |
| 7D | +1.6% | +9.4% | -7.8% | +1.5% |
| 30D | +5.1% | -14.4% | +19.4% | +5.2% |
| 3M | -0.5% | +1.6% | -2.0% | -0.6% |
| 6M | +8.1% | +6.3% | +1.8% | +7.8% |
| YTD | +21.2% | +78.8% | -57.6% | +18.3% |
| 1Y | +30.7% | +83.1% | -52.4% | +27.4% |
| 3Y | +67.3% | -5.9% | +73.2% | +64.8% |
| All | +99.8% | +5.5% | +94.3% | +92.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling