+119.3%
MNST vs SMR
-45.9%
+165.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +7.1% | -7.3% | -0.2% |
| 7D | -5.0% | +1.7% | -6.6% | -4.9% |
| 30D | +4.6% | -24.4% | +29.0% | +4.6% |
| 3M | +1.0% | -44.6% | +45.6% | +1.1% |
| 6M | +5.8% | -56.7% | +62.4% | +6.0% |
| YTD | +19.1% | -61.6% | +80.7% | +19.1% |
| 1Y | +30.9% | -82.1% | +113.0% | +31.4% |
| 3Y | +65.7% | +161.5% | -95.8% | +58.2% |
| All | +119.3% | -45.9% | +165.2% | +114.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling