+313.1%
MNST vs SMTC
+365.8%
-52.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +12.8% | -13.0% | -1.3% |
| 7D | -5.0% | -4.8% | -0.1% | -4.9% |
| 30D | +4.6% | -37.8% | +42.4% | +8.4% |
| 3M | +1.0% | -16.5% | +17.5% | +0.8% |
| 6M | +5.8% | -4.4% | +10.2% | +2.3% |
| YTD | +19.1% | +58.0% | -39.0% | +7.4% |
| 1Y | +30.9% | +62.0% | -31.1% | +17.4% |
| 3Y | +65.7% | +745.7% | -680.0% | +0.4% |
| 5Y | +99.0% | +29.0% | +69.9% | +75.6% |
| 10Y | +313.1% | +351.4% | -38.3% | +166.6% |
| All | +313.1% | +365.8% | -52.7% | +166.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 SMTC 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