+30.3%
MNST vs SMR
-83.0%
+113.4%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +7.1% | -7.3% | 0.0% |
| 7D | -5.0% | +1.7% | -6.6% | -4.7% |
| 30D | +4.6% | -24.4% | +29.0% | +4.3% |
| 3M | +1.0% | -44.6% | +45.6% | +0.3% |
| 6M | +5.8% | -56.7% | +62.4% | +5.1% |
| YTD | +19.1% | -61.6% | +80.7% | +18.0% |
| All | +30.3% | -83.0% | +113.4% | +23.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling