+197,867.0%
MNST vs SM
+1,608.3%
+196,258.7%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +1.9% | -0.4% |
| 7D | -6.5% | +0.1% | -6.6% | -6.5% |
| 30D | -7.2% | +26.3% | -33.5% | -8.8% |
| 3M | -1.0% | +8.7% | -9.7% | -1.9% |
| 6M | +11.5% | +51.7% | -40.2% | +7.4% |
| YTD | +14.3% | +99.0% | -84.7% | +7.7% |
| 1Y | +38.1% | +34.6% | +3.5% | +33.6% |
| 3Y | +55.0% | -7.8% | +62.7% | +51.5% |
| 5Y | +79.6% | +104.8% | -25.2% | +61.0% |
| 10Y | +241.8% | +7.2% | +234.5% | +167.6% |
| All | +197,867.0% | +1,608.3% | +196,258.7% | +107,087.8% |
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