+101.3%
MNST vs SM
-11.5%
+112.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.0% | -5.4% | -4.4% |
| 7D | -3.4% | -25.9% | +22.5% | -3.1% |
| 30D | +6.6% | -15.1% | +21.7% | +6.8% |
| 3M | -2.9% | +4.9% | -7.8% | -3.2% |
| 6M | +18.4% | +6.1% | +12.3% | +17.9% |
| YTD | +19.3% | +63.4% | -44.2% | +16.6% |
| 1Y | +37.9% | +72.5% | -34.6% | +34.4% |
| 3Y | +62.9% | -16.9% | +79.8% | +60.9% |
| All | +101.3% | -11.5% | +112.9% | +96.7% |
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