+67.3%
MNST vs SMR
+125.1%
-57.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.3% | +5.3% | +1.9% |
| 7D | +1.6% | -8.3% | +9.9% | +1.6% |
| 30D | +5.1% | -20.1% | +25.1% | +5.0% |
| 3M | -0.5% | -52.7% | +52.2% | -0.6% |
| 6M | +8.1% | -61.0% | +69.2% | +8.1% |
| YTD | +21.2% | -67.1% | +88.3% | +21.0% |
| 1Y | +30.7% | -79.9% | +110.6% | +30.6% |
| 3Y | +67.3% | +101.7% | -34.4% | +63.7% |
| All | +67.3% | +125.1% | -57.8% | +63.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling