+206,450.7%
MNST vs SM
+1,302.7%
+205,148.1%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.0% | -5.4% | -4.5% |
| 7D | -3.4% | -25.9% | +22.5% | -1.5% |
| 30D | +6.6% | -15.1% | +21.7% | +7.6% |
| 3M | -2.9% | +4.9% | -7.8% | -3.6% |
| 6M | +18.4% | +6.1% | +12.3% | +17.1% |
| YTD | +19.3% | +63.4% | -44.2% | +13.6% |
| 1Y | +37.9% | +72.5% | -34.6% | +30.8% |
| 3Y | +62.9% | -16.9% | +79.8% | +60.1% |
| 5Y | +99.6% | -10.6% | +110.2% | +90.4% |
| 10Y | +305.7% | +11.3% | +294.4% | +215.0% |
| All | +206,450.7% | +1,302.7% | +205,148.1% | +112,975.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling