+107.4%
MNST vs SMR
+11.2%
+96.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +15.3% | -16.8% | -1.6% |
| 7D | -4.1% | +21.4% | -25.5% | -4.1% |
| 30D | -4.5% | +13.8% | -18.3% | -4.5% |
| 3M | -2.5% | +3.9% | -6.4% | -2.4% |
| 6M | +14.1% | -4.2% | +18.3% | +14.1% |
| YTD | +12.6% | -21.1% | +33.7% | +12.5% |
| 1Y | +36.9% | -67.1% | +104.0% | +37.1% |
| 3Y | +53.1% | +88.9% | -35.8% | +48.1% |
| All | +107.4% | +11.2% | +96.1% | +102.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 10y: compounded portfolio wealth divided by compounded SMR 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…
10y analysis · Full analysis span regression · 6 months rolling