+119.7%
MNST vs SMR
-49.5%
+169.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +16.2% | -20.7% | -4.4% |
| 7D | -3.4% | -9.6% | +6.2% | -3.4% |
| 30D | +6.6% | -33.8% | +40.4% | +6.7% |
| 3M | -2.9% | -46.4% | +43.5% | -2.8% |
| 6M | +18.4% | -62.4% | +80.9% | +18.7% |
| YTD | +19.3% | -64.1% | +83.4% | +19.3% |
| 1Y | +37.9% | -84.3% | +122.2% | +38.4% |
| 3Y | +62.9% | +55.8% | +7.1% | +56.4% |
| All | +119.7% | -49.5% | +169.2% | +114.4% |
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